CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7777	5.47
$α$	0.1524	6.11
$β$	0.6804	12.36
$γ_{1}$	-0.6680	-2.88
$γ_{2}$	1.1242	3.45
$γ_{3}$	-0.7609	-3.61
$γ_{4}$	0.3171	1.62
$γ_{5}$	0.3578	1.50
$γ_{6}$	-1.2862	-2.66

V-Lab

Banca Sistema S.p.A. Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.83% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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