CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5563	3.41
$α$	0.2041	7.29
$β$	0.6354	14.54
$γ_{1}$	-0.2286	-1.21
$γ_{2}$	0.5220	2.07
$γ_{3}$	-0.7802	-4.53
$γ_{4}$	0.7500	3.88
$γ_{5}$	-0.2190	-1.29
$γ_{6}$	-0.0659	-0.47
$γ_{7}$	0.0520	0.43
$γ_{8}$	-0.1922	-1.42
$γ_{9}$	0.2433	1.24

V-Lab

Catena AB Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.65% (+1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catena AB Analyses