CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7645	4.12
$α$	0.2304	4.47
$β$	0.3838	4.42
$γ_{1}$	0.6732	0.87
$γ_{2}$	-1.1091	-0.90
$γ_{3}$	0.8046	1.06
$γ_{4}$	-0.8413	-1.64
$γ_{5}$	1.0623	2.81
$γ_{6}$	-1.0515	-3.78
$γ_{7}$	0.5444	1.87
$γ_{8}$	-0.1641	-0.40
$γ_{9}$	0.1970	0.53

V-Lab

Mangold Ab Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.33% (-2.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mangold Ab Analyses