CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5354	8.67
$α$	0.1358	7.37
$β$	0.7363	22.93
$γ_{1}$	-0.0613	-1.66
$γ_{2}$	0.1533	2.49
$γ_{3}$	-0.1980	-3.45
$γ_{4}$	0.2063	2.98
$γ_{5}$	-0.1773	-2.66
$γ_{6}$	0.1212	2.64
$γ_{7}$	-0.0388	-1.12
$γ_{8}$	-0.0303	-0.94
$γ_{9}$	0.0326	0.69

V-Lab

Holmen AB Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.42% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holmen AB Analyses