CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4801	6.93
$α$	0.1532	8.46
$β$	0.7338	26.99
$γ_{1}$	0.0317	2.60
$γ_{2}$	-0.0425	-2.43
$γ_{3}$	0.0352	3.29
$γ_{4}$	-0.0374	-5.06

V-Lab

Assystem Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:57.21% (-6.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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