CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1263	5.48
$α$	0.1851	6.74
$β$	0.6158	14.76
$γ_{1}$	-0.0676	-1.27
$γ_{2}$	0.1602	2.17
$γ_{3}$	-0.1619	-4.13
$γ_{4}$	0.0848	2.40
$γ_{5}$	0.0310	0.86
$γ_{6}$	-0.0895	-2.08
$γ_{7}$	0.0483	1.27

V-Lab

Clas Ohlson AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.60% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clas Ohlson AB Analyses