CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4124	5.26
$α$	0.0911	6.74
$β$	0.8482	35.19
$γ_{1}$	0.1121	2.67
$γ_{2}$	-0.1379	-2.22
$γ_{3}$	-0.0257	-0.70
$γ_{4}$	0.1216	4.24
$γ_{5}$	-0.1192	-4.13
$γ_{6}$	0.1082	3.26
$γ_{7}$	-0.1184	-3.66
$γ_{8}$	0.0811	3.49

V-Lab

LISI Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:36.62% (-1.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LISI Analyses