CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0469	8.00
$α$	0.1470	7.14
$β$	0.7421	22.41
$γ_{1}$	-0.0839	-1.68
$γ_{2}$	0.1140	1.37
$γ_{3}$	-0.0859	-1.24
$γ_{4}$	0.1913	3.14
$γ_{5}$	-0.2872	-4.54
$γ_{6}$	0.3474	3.65

V-Lab

Caisse Régionale de Crédit Agricole Mutuel Brie Picardie Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.38% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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