CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3389	6.66
$α$	0.0776	4.49
$β$	0.7642	15.54
$γ_{1}$	0.3322	3.44
$γ_{2}$	-0.4785	-3.01
$γ_{3}$	0.1510	1.10
$γ_{4}$	0.0692	0.59
$γ_{5}$	-0.1548	-1.55
$γ_{6}$	0.2671	2.70
$γ_{7}$	-0.4274	-3.02
$γ_{8}$	0.2974	1.38
$γ_{9}$	0.0813	0.26

V-Lab

Ipsen SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.17% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ipsen SA Analyses