CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6417	5.20
$α$	0.0689	7.43
$β$	0.8872	58.33
$γ_{1}$	0.0467	3.61
$γ_{2}$	-0.0413	-2.21
$γ_{3}$	-0.0196	-1.46
$γ_{4}$	0.0309	2.29
$γ_{5}$	-0.0280	-1.43

V-Lab

JM AB Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.07% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JM AB Analyses