CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0560	7.37
$α$	0.0753	6.98
$β$	0.8679	46.36
$γ_{1}$	0.0208	0.66
$γ_{2}$	0.0141	0.27
$γ_{3}$	-0.1265	-3.26
$γ_{4}$	0.1804	5.52
$γ_{5}$	-0.1345	-4.15
$γ_{6}$	0.0493	1.42
$γ_{7}$	0.0145	0.39
$γ_{8}$	-0.0373	-0.91
$γ_{9}$	0.0284	0.87

V-Lab

Danone SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.26% (+2.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danone SA Analyses