CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6708	5.63
$α$	0.1948	2.76
$β$	0.4573	3.87
$γ_{1}$	0.4403	0.58
$γ_{2}$	-1.2646	-0.98
$γ_{3}$	0.9656	1.06
$γ_{4}$	0.1083	0.17
$γ_{5}$	-0.6800	-1.11
$γ_{6}$	1.6474	2.63
$γ_{7}$	-2.9721	-6.13
$γ_{8}$	3.1590	6.77
$γ_{9}$	-2.8621	-4.36

V-Lab

Eltel AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.87% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eltel AB Analyses