CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5606	9.40
$α$	0.1712	8.19
$β$	0.6091	14.46
$γ_{1}$	0.0003	0.01
$γ_{2}$	0.0497	1.36
$γ_{3}$	-0.1397	-4.65
$γ_{4}$	0.1844	6.58
$γ_{5}$	-0.1403	-5.20
$γ_{6}$	0.0310	0.86

V-Lab

Laurent-Perrier Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.51% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurent-Perrier Analyses