CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7772	5.36
$α$	0.1054	7.72
$β$	0.8431	41.88
$γ_{1}$	-0.1343	-0.98
$γ_{2}$	0.1970	0.92
$γ_{3}$	-0.0349	-0.23
$γ_{4}$	-0.0134	-0.09
$γ_{5}$	-0.2514	-1.44
$γ_{6}$	0.5590	3.73
$γ_{7}$	-0.5834	-4.39
$γ_{8}$	0.4822	3.17
$γ_{9}$	-0.3173	-2.70

V-Lab

Jacques Bogart Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:40.26% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jacques Bogart Analyses