CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1315	7.61
$α$	0.1863	6.95
$β$	0.6003	12.53
$γ_{1}$	-0.1848	-2.49
$γ_{2}$	0.2493	2.10
$γ_{3}$	-0.0897	-1.09
$γ_{4}$	0.0042	0.06
$γ_{5}$	0.1108	1.26
$γ_{6}$	-0.1836	-1.80
$γ_{7}$	0.1820	1.92
$γ_{8}$	-0.1335	-1.92
$γ_{9}$	0.0492	1.18

V-Lab

Dekuple Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.54% (-3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dekuple Analyses