CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3162	5.75
$α$	0.1321	8.35
$β$	0.7819	29.56
$γ_{1}$	0.0152	2.10
$γ_{2}$	-0.0208	-2.00
$γ_{3}$	0.0073	1.29

V-Lab

Immsi S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:28.57% (+0.12%)

Date Range:

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News Impact Curve

Volatility Forecasts

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