CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6467	4.59
$α$	0.2370	5.81
$β$	0.4977	8.21
$γ_{1}$	0.0365	0.49
$γ_{2}$	-0.1899	-1.84
$γ_{3}$	0.2480	3.58
$γ_{4}$	-0.1324	-1.89
$γ_{5}$	0.1092	1.61
$γ_{6}$	-0.1470	-1.92
$γ_{7}$	0.1404	1.65
$γ_{8}$	-0.1477	-1.95
$γ_{9}$	0.1282	2.26

V-Lab

Guillemot Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:34.52% (-2.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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