CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7984	3.88
$α$	0.1830	10.60
$β$	0.7353	30.46
$γ_{1}$	-0.1862	-2.45
$γ_{2}$	0.2225	2.04
$γ_{3}$	-0.0488	-0.77
$γ_{4}$	-0.0078	-0.15
$γ_{5}$	0.1015	2.02
$γ_{6}$	-0.0939	-1.84
$γ_{7}$	-0.0710	-1.23
$γ_{8}$	0.1828	2.25
$γ_{9}$	-0.2348	-2.64
$γ_{10}$	0.3427	3.79

V-Lab

FNM S.p.A. Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.33% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FNM S.p.A. Analyses