CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9516	7.28
$α$	0.0831	7.56
$β$	0.8479	46.56
$γ_{1}$	-0.1956	-3.88
$γ_{2}$	0.3466	4.70
$γ_{3}$	-0.1551	-2.93
$γ_{4}$	-0.1377	-2.33
$γ_{5}$	0.2448	3.22
$γ_{6}$	-0.1498	-1.96
$γ_{7}$	0.1478	2.26
$γ_{8}$	-0.2453	-3.24
$γ_{9}$	0.2980	2.75

V-Lab

Ferrovial SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.37% (+3.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferrovial SE Analyses