CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4590	5.97
$α$	0.1598	6.19
$β$	0.6078	13.08
$γ_{1}$	-0.2554	-3.16
$γ_{2}$	0.3618	2.91
$γ_{3}$	-0.1611	-1.32
$γ_{4}$	0.0118	0.09
$γ_{5}$	0.0986	1.03
$γ_{6}$	-0.0474	-0.70
$γ_{7}$	-0.0040	-0.07
$γ_{8}$	-0.0780	-1.39
$γ_{9}$	0.1242	2.30

V-Lab

Do & Co Ag Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.24% (+6.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Do & Co Ag Analyses