CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0866	7.46
$α$	0.1862	6.94
$β$	0.6007	12.59
$γ_{1}$	-0.2052	-2.77
$γ_{2}$	0.2803	2.36
$γ_{3}$	-0.1068	-1.29
$γ_{4}$	0.0134	0.18
$γ_{5}$	0.1088	1.24
$γ_{6}$	-0.1862	-1.82
$γ_{7}$	0.1862	1.92
$γ_{8}$	-0.1380	-1.73
$γ_{9}$	0.0551	0.54

V-Lab

Dekuple Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.66% (-2.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dekuple Analyses