CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.6043	6.42
$α$	0.1566	5.76
$β$	0.6085	11.07
$γ_{1}$	0.6817	3.41
$γ_{2}$	-0.9321	-3.08
$γ_{3}$	0.3257	1.79
$γ_{4}$	-0.0068	-0.05
$γ_{5}$	-0.1953	-1.54
$γ_{6}$	0.1898	1.39
$γ_{7}$	-0.0276	-0.15
$γ_{8}$	-0.0365	-0.13

V-Lab

Cloetta AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.11% (-2.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cloetta AB Analyses