CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4939	2.71
$α$	0.2381	7.67
$β$	0.5782	14.34
$γ_{1}$	0.0308	0.22
$γ_{2}$	-0.1778	-0.97
$γ_{3}$	0.4236	3.98
$γ_{4}$	-0.4594	-4.85
$γ_{5}$	0.1638	2.10
$γ_{6}$	-0.0174	-0.25
$γ_{7}$	0.1631	1.97
$γ_{8}$	-0.1716	-1.77
$γ_{9}$	0.0123	0.14
$γ_{10}$	0.0483	0.75

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Caisse Regionale de Credit Agricole Mutuel Alpes Provence Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.30% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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