CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2034	0.88
$α$	0.3391	2.53
$β$	0.6456	6.22
$γ_{1}$	-3.9445	-1.51
$γ_{2}$	5.9927	1.66
$γ_{3}$	-3.7356	-1.70
$γ_{4}$	2.5220	1.25
$γ_{5}$	-0.0058	-0.00
$γ_{6}$	-3.1269	-0.99
$γ_{7}$	4.2310	1.62
$γ_{8}$	-6.1158	-3.22
$γ_{9}$	13.3980	3.70

V-Lab

B&S Group Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 23rd, 2025:59.81% (+5.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other B&S Group Sa Analyses