CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8664	6.11
$α$	0.0506	4.21
$β$	0.9301	55.66
$γ_{1}$	-0.0053	-1.22
$γ_{2}$	0.0160	1.84

V-Lab

Davide Campari-Milano NV Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.59% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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