CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4451	5.84
$α$	0.1610	6.24
$β$	0.5959	12.85
$γ_{1}$	-0.2728	-3.38
$γ_{2}$	0.3879	3.15
$γ_{3}$	-0.1740	-1.47
$γ_{4}$	0.0158	0.12
$γ_{5}$	0.1036	1.11
$γ_{6}$	-0.0635	-0.96
$γ_{7}$	0.0304	0.53
$γ_{8}$	-0.1533	-2.21
$γ_{9}$	0.3243	2.79

V-Lab

Do & Co Ag Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.84% (+5.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Do & Co Ag Analyses