CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0652	6.48
$α$	0.0876	7.64
$β$	0.8547	48.11
$γ_{1}$	-0.0312	-1.89
$γ_{2}$	0.0630	2.63
$γ_{3}$	-0.0521	-3.31
$γ_{4}$	0.0299	2.06
$γ_{5}$	-0.0128	-1.16

V-Lab

EDP SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.94% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EDP SA Analyses