CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8680	5.51
$α$	0.1429	3.32
$β$	0.7009	8.34
$γ_{1}$	-0.1048	-1.06
$γ_{2}$	0.1602	0.96
$γ_{3}$	-0.1332	-1.11
$γ_{4}$	0.1305	1.85

V-Lab

Coface SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.21% (+0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coface SA Analyses