CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8961	10.29
$α$	0.2137	8.23
$β$	0.4439	8.47
$γ_{1}$	-0.0349	-4.98
$γ_{2}$	0.0576	5.55
$γ_{3}$	-0.0260	-3.19
$γ_{4}$	-0.0119	-0.98

V-Lab

Fagerhult Group AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.07% (-2.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fagerhult Group AB Analyses