CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4762	5.83
$α$	0.2093	7.05
$β$	0.6344	15.34
$γ_{1}$	-0.1629	-4.42
$γ_{2}$	0.2217	4.40
$γ_{3}$	-0.1396	-3.44
$γ_{4}$	0.1900	3.55
$γ_{5}$	-0.1799	-2.63
$γ_{6}$	0.0888	1.46
$γ_{7}$	-0.0375	-0.84
$γ_{8}$	0.0258	0.55
$γ_{9}$	0.1291	2.01

V-Lab

Bastogi S.p.A. Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:95.37% (-11.53%)

Date Range:

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News Impact Curve

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