CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1215	1,215,390.00
$α$	0.3283	3,282,560.00
$β$	0.6713	6,713,000.00
$γ_{1}$	219.9350	2,199,350,000.00
$γ_{2}$	570.7548	5,707,548,000.00
$γ_{3}$	-2,593.0160	-25,930,160,000.00
$γ_{4}$	2,950.0830	29,500,830,000.00
$γ_{5}$	-286.8731	-2,868,731,000.00
$γ_{6}$	-10,673.9900	-106,739,900,000.00
$γ_{7}$	27,057.5500	270,575,500,000.00
$γ_{8}$	-25,146.9200	-251,469,200,000.00

V-Lab

Intesa Sanpaolo Spa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 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

Other Intesa Sanpaolo Spa Analyses