CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6018	6.90
$α$	0.1515	5.95
$β$	0.4056	5.15
$γ_{1}$	0.1718	2.96
$γ_{2}$	-0.1025	-1.21
$γ_{3}$	-0.1937	-4.11
$γ_{4}$	0.1914	5.01
$γ_{5}$	-0.0832	-1.98
$γ_{6}$	0.0346	0.79
$γ_{7}$	-0.0825	-1.97
$γ_{8}$	0.1808	4.00
$γ_{9}$	-0.2385	-4.82
$γ_{10}$	0.2547	4.19

V-Lab

Catella AB Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:37.02% (+0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catella AB Analyses