CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6904	6.19
$α$	0.1686	7.77
$β$	0.6527	14.67
$γ_{1}$	0.0232	0.51
$γ_{2}$	0.1051	1.46
$γ_{3}$	-0.2859	-4.70
$γ_{4}$	0.2304	3.78
$γ_{5}$	-0.0971	-1.51
$γ_{6}$	0.0929	1.50
$γ_{7}$	-0.1495	-2.83
$γ_{8}$	0.1169	3.24

V-Lab

CapMan OYJ Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.62% (+1.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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