CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0043	20,042,680.00
$α$	0.3692	3,691,740.00
$β$	0.5693	5,693,200.00
$γ_{1}$	482.5545	4,825,545,000.00
$γ_{2}$	-802.3648	-8,023,648,000.00
$γ_{3}$	629.7414	6,297,414,000.00
$γ_{4}$	-636.7840	-6,367,840,000.00
$γ_{5}$	-5,006.2570	-50,062,570,000.00
$γ_{6}$	20,267.1300	202,671,300,000.00
$γ_{7}$	-24,271.9000	-242,719,000,000.00

V-Lab

Hermes International Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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