CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1815	3.75
$α$	0.2328	9.40
$β$	0.6967	24.89
$γ_{1}$	0.2253	1.60
$γ_{2}$	-0.2852	-1.27
$γ_{3}$	0.0701	0.49
$γ_{4}$	0.0453	0.56
$γ_{5}$	-0.1265	-2.10
$γ_{6}$	0.0584	0.85
$γ_{7}$	0.0383	0.56
$γ_{8}$	0.0077	0.11
$γ_{9}$	-0.1249	-1.30
$γ_{10}$	0.2884	2.15

V-Lab

Luxempart SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.95% (-2.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Luxempart SA Analyses