CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1216	4.63
$α$	0.1479	8.90
$β$	0.7412	26.41
$γ_{1}$	-0.1563	-1.96
$γ_{2}$	0.0948	0.82
$γ_{3}$	0.2568	3.32
$γ_{4}$	-0.3649	-4.91
$γ_{5}$	0.2831	4.15
$γ_{6}$	-0.1861	-3.02
$γ_{7}$	0.1540	2.65
$γ_{8}$	-0.1598	-3.05
$γ_{9}$	0.1085	2.62

V-Lab

Aubay Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:39.36% (-2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aubay Analyses