CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8266	7.86
$α$	0.0448	2.25
$β$	0.9205	31.01
$γ_{1}$	-0.0056	-1.60

V-Lab

Capgemini Se Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:47.76% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini Se Analyses