CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.9767	8.47
$α$	0.0865	4.54
$β$	0.5961	6.88
$γ_{1}$	0.2534	2.74
$γ_{2}$	-0.1084	-0.80
$γ_{3}$	-0.3427	-3.77
$γ_{4}$	0.3088	3.50
$γ_{5}$	-0.1721	-1.64
$γ_{6}$	0.1975	1.64
$γ_{7}$	-0.1810	-1.65
$γ_{8}$	-0.1336	-1.35
$γ_{9}$	0.5825	2.68

V-Lab

BTS Group AB Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:55.88% (+1.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BTS Group AB Analyses