CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1234	3.19
$α$	0.0908	9.49
$β$	0.8531	54.04
$γ_{1}$	0.0423	0.76
$γ_{2}$	0.0224	0.29
$γ_{3}$	-0.1588	-2.75
$γ_{4}$	0.2152	4.22
$γ_{5}$	-0.2506	-6.37
$γ_{6}$	0.2065	5.56
$γ_{7}$	-0.0662	-1.60
$γ_{8}$	-0.0416	-0.82
$γ_{9}$	0.0383	0.54

V-Lab

DSV A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.35% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DSV A/S Analyses