CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1120	0.02
$α$	0.1303	0.01
$β$	0.8697	0.07
$γ_{1}$	-1.2217	-0.27
$γ_{2}$	1.5029	0.24
$γ_{3}$	-0.3447	-0.17
$γ_{4}$	0.0538	0.06
$γ_{5}$	0.0513	0.04
$γ_{6}$	-0.0788	-0.07
$γ_{7}$	0.1243	0.40
$γ_{8}$	-0.1321	-0.06
$γ_{9}$	0.0338	0.01

V-Lab

ICADE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.21% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICADE Analyses