CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8234	5.00
$α$	0.1029	7.87
$β$	0.8549	46.01
$γ_{1}$	-0.0700	-1.31
$γ_{2}$	0.1645	2.02
$γ_{3}$	-0.2243	-3.93
$γ_{4}$	0.2351	4.19
$γ_{5}$	-0.1832	-2.77
$γ_{6}$	0.2425	2.42

V-Lab

Jacques Bogart Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:51.19% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jacques Bogart Analyses