CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6861	10.44
$α$	0.1019	8.19
$β$	0.8112	31.76
$γ_{1}$	0.0303	3.60
$γ_{2}$	-0.0445	-3.39
$γ_{3}$	0.0326	3.27
$γ_{4}$	-0.0461	-2.78

V-Lab

Cembre S.p.A. Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.85% (+3.52%)

Date Range:

Parameter Estimates

News Impact Curve

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