CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9156	5.99
$α$	0.2869	7.48
$β$	0.4316	8.95
$γ_{1}$	-0.0730	-0.91
$γ_{2}$	0.0111	0.10
$γ_{3}$	0.0623	0.86
$γ_{4}$	0.0541	0.79
$γ_{5}$	-0.1455	-2.32
$γ_{6}$	0.2370	3.54
$γ_{7}$	-0.2030	-2.26
$γ_{8}$	0.0284	0.27
$γ_{9}$	0.0690	0.87
$γ_{10}$	-0.0644	-1.49

V-Lab

L.D.C. S.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.38% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other L.D.C. S.A. Analyses