CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5027	2.78
$α$	0.2383	7.79
$β$	0.5811	14.66
$γ_{1}$	0.0561	0.41
$γ_{2}$	-0.2229	-1.23
$γ_{3}$	0.4613	4.37
$γ_{4}$	-0.4919	-5.20
$γ_{5}$	0.1885	2.41
$γ_{6}$	-0.0311	-0.44
$γ_{7}$	0.1593	1.92
$γ_{8}$	-0.1329	-1.35
$γ_{9}$	-0.1041	-1.10
$γ_{10}$	0.3636	3.05

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:24.53% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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