CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0781	8.86
$α$	0.0990	5.54
$β$	0.7741	20.08
$γ_{1}$	-0.0923	-1.91
$γ_{2}$	0.1828	2.29
$γ_{3}$	-0.1868	-2.83
$γ_{4}$	0.2545	4.25
$γ_{5}$	-0.3522	-5.76
$γ_{6}$	0.3545	3.15

V-Lab

Duni AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.04% (+8.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Duni AB Analyses