CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4951	3.80
$α$	0.1578	8.01
$β$	0.6881	19.74
$γ_{1}$	-0.0419	-0.45
$γ_{2}$	0.1120	0.87
$γ_{3}$	-0.2224	-3.04
$γ_{4}$	0.2706	4.16
$γ_{5}$	-0.1779	-2.58
$γ_{6}$	0.0719	0.90
$γ_{7}$	-0.0145	-0.17
$γ_{8}$	0.0159	0.18
$γ_{9}$	-0.0376	-0.49
$γ_{10}$	0.0409	0.82

V-Lab

Derichebourg SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.35% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Derichebourg SA Analyses