CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6236	6.52
$α$	0.2453	6.84
$β$	0.6343	15.60
$γ_{1}$	-0.0989	-1.59
$γ_{2}$	0.0707	0.71
$γ_{3}$	0.1101	1.43
$γ_{4}$	-0.1413	-1.78
$γ_{5}$	0.0036	0.04
$γ_{6}$	0.1894	2.36
$γ_{7}$	-0.2879	-3.30
$γ_{8}$	0.2539	2.28
$γ_{9}$	-0.1464	-1.05
$γ_{10}$	0.0719	0.67

V-Lab

ST Dupont SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.41% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ST Dupont SA Analyses