CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4285	4,285,170.00
$α$	0.4925	4,925,150.00
$β$	0.5069	5,068,590.00
$γ_{1}$	-701.5632	-7,015,632,000.00
$γ_{2}$	2,020.1300	20,201,300,000.00
$γ_{3}$	-2,649.9530	-26,499,530,000.00
$γ_{4}$	1,939.6000	19,396,000,000.00
$γ_{5}$	1,891.6430	18,916,430,000.00
$γ_{6}$	-8,821.4870	-88,214,870,000.00
$γ_{7}$	2,240.0730	22,400,730,000.00
$γ_{8}$	21,459.3800	214,593,800,000.00
$γ_{9}$	-21,897.1000	-218,971,000,000.00
$γ_{10}$	-4,917.2210	-49,172,210,000.00

V-Lab

Hermes International Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:7,540,361,158,459,190,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

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News Impact Curve

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