CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7709	4.14
$α$	0.2280	4.44
$β$	0.3856	4.42
$γ_{1}$	0.6937	0.89
$γ_{2}$	-1.1404	-0.93
$γ_{3}$	0.8229	1.09
$γ_{4}$	-0.8537	-1.67
$γ_{5}$	1.0688	2.82
$γ_{6}$	-1.0473	-3.68
$γ_{7}$	0.5179	1.53
$γ_{8}$	-0.0860	-0.15
$γ_{9}$	-0.0458	-0.05

V-Lab

Mangold Ab Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.49% (-2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mangold Ab Analyses