CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0612	7.51
$α$	0.0729	7.07
$β$	0.8719	48.01
$γ_{1}$	0.0162	0.51
$γ_{2}$	0.0251	0.49
$γ_{3}$	-0.1398	-3.58
$γ_{4}$	0.1935	5.88
$γ_{5}$	-0.1435	-4.41
$γ_{6}$	0.0490	1.41
$γ_{7}$	0.0304	0.80
$γ_{8}$	-0.0809	-1.80
$γ_{9}$	0.1441	1.93

V-Lab

Danone SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.44% (+2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danone SA Analyses