CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8176	5.83
$α$	0.0923	3.16
$β$	0.6663	6.89
$γ_{1}$	0.5651	2.30
$γ_{2}$	-0.8916	-2.24
$γ_{3}$	0.6895	1.96
$γ_{4}$	-1.0154	-2.38
$γ_{5}$	1.1480	2.47
$γ_{6}$	-0.5437	-0.95

V-Lab

FM Mattsson AB Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:42.27% (+3.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FM Mattsson AB Analyses