CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6535	4.66
$α$	0.2372	5.77
$β$	0.4939	8.08
$γ_{1}$	0.0502	0.68
$γ_{2}$	-0.2149	-2.11
$γ_{3}$	0.2694	3.90
$γ_{4}$	-0.1505	-2.15
$γ_{5}$	0.1226	1.82
$γ_{6}$	-0.1555	-2.04
$γ_{7}$	0.1442	1.69
$γ_{8}$	-0.1470	-1.81
$γ_{9}$	0.1183	1.22

V-Lab

Guillemot Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:32.95% (+1.09%)

Date Range:

Parameter Estimates

News Impact Curve

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