CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.3519	4.91
$α$	0.1064	8.17
$β$	0.8084	33.25
$γ_{1}$	0.3338	5.42
$γ_{2}$	-0.4899	-5.39
$γ_{3}$	0.2119	3.34
$γ_{4}$	-0.1114	-1.91
$γ_{5}$	0.1337	2.79
$γ_{6}$	-0.1083	-2.60
$γ_{7}$	-0.0007	-0.02
$γ_{8}$	0.0893	1.19

V-Lab

Holmen AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.45% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holmen AB Analyses