CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7013	3.54
$α$	0.0467	3.07
$β$	0.9110	27.53
$γ_{1}$	-0.5809	-2.57
$γ_{2}$	1.1936	3.66
$γ_{3}$	-1.1238	-5.17
$γ_{4}$	0.6064	3.58
$γ_{5}$	0.0318	0.22
$γ_{6}$	-0.1809	-1.57

V-Lab

B2 Impact ASA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.45% (+0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other B2 Impact ASA Analyses