CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0111	6.90
$α$	0.0885	6.02
$β$	0.7497	18.83
$γ_{1}$	-0.0389	-0.86
$γ_{2}$	0.1094	1.51
$γ_{3}$	-0.1856	-3.89
$γ_{4}$	0.2134	6.79
$γ_{5}$	-0.1552	-5.68
$γ_{6}$	0.0893	3.09
$γ_{7}$	-0.0034	-0.11
$γ_{8}$	-0.0825	-3.21
$γ_{9}$	0.0712	3.24

V-Lab

Hennes & Mauritz AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.71% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hennes & Mauritz AB Analyses