CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8427	5.60
$α$	0.0805	3.30
$β$	0.6187	4.75
$γ_{1}$	-0.2947	-0.35
$γ_{2}$	0.5392	0.44
$γ_{3}$	0.4883	0.61
$γ_{4}$	-2.7654	-3.13
$γ_{5}$	4.0081	3.90
$γ_{6}$	-3.0360	-2.70
$γ_{7}$	1.8552	1.63
$γ_{8}$	-1.4335	-1.32
$γ_{9}$	0.2854	0.22
$γ_{10}$	1.6972	1.05

V-Lab

Ayvens SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:43.32% (+4.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ayvens SA Analyses