CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8789	3.34
$α$	0.0086	0.39
$β$	0.5764	0.36
$γ_{1}$	-3.7609	-0.79
$γ_{2}$	4.9476	0.73
$γ_{3}$	-2.6433	-0.63
$γ_{4}$	5.0515	1.25
$γ_{5}$	-10.1384	-2.54
$γ_{6}$	18.0175	3.96

V-Lab

Hera SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.30% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hera SPA Analyses