CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5619	9.40
$α$	0.1712	8.21
$β$	0.6089	14.58
$γ_{1}$	0.0004	0.02
$γ_{2}$	0.0497	1.36
$γ_{3}$	-0.1412	-4.71
$γ_{4}$	0.1894	6.90
$γ_{5}$	-0.1543	-6.61
$γ_{6}$	0.0714	4.53

V-Lab

Laurent-Perrier Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.88% (+1.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurent-Perrier Analyses