CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1076	5.98
$α$	0.1020	3.76
$β$	0.5679	4.86
$γ_{1}$	0.0546	0.44
$γ_{2}$	-0.1756	-1.08
$γ_{3}$	0.3117	4.19
$γ_{4}$	-0.2593	-3.09
$γ_{5}$	-0.0084	-0.09
$γ_{6}$	0.1302	1.73

V-Lab

Bulten AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.61% (-2.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bulten AB Analyses