CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8678	7.46
$α$	0.0599	8.64
$β$	0.9090	90.34
$γ_{1}$	-0.0110	-0.41
$γ_{2}$	0.0587	1.41
$γ_{3}$	-0.1369	-4.49
$γ_{4}$	0.1510	5.31
$γ_{5}$	-0.0923	-3.26
$γ_{6}$	0.0447	1.52
$γ_{7}$	-0.0027	-0.09
$γ_{8}$	-0.0214	-0.99

V-Lab

Capgemini SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.45% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses