CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5639	3.50
$α$	0.2038	7.28
$β$	0.6338	14.40
$γ_{1}$	-0.2102	-1.14
$γ_{2}$	0.4917	1.98
$γ_{3}$	-0.7584	-4.40
$γ_{4}$	0.7321	3.78
$γ_{5}$	-0.2069	-1.22
$γ_{6}$	-0.0720	-0.52
$γ_{7}$	0.0567	0.49
$γ_{8}$	-0.2027	-1.79
$γ_{9}$	0.2736	3.43

V-Lab

Catena AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.72% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catena AB Analyses