CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6857	5.25
$α$	0.1661	8.28
$β$	0.7118	24.58
$γ_{1}$	-0.1518	-3.18
$γ_{2}$	0.2028	3.02
$γ_{3}$	-0.0754	-2.03
$γ_{4}$	0.0535	1.78
$γ_{5}$	-0.0523	-1.89
$γ_{6}$	0.0403	1.26
$γ_{7}$	-0.0254	-0.66
$γ_{8}$	-0.0133	-0.31
$γ_{9}$	0.0432	1.15

V-Lab

Ercros SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.45% (+1.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ercros SA Analyses