CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0233	5.84
$α$	0.1173	9.07
$β$	0.8347	57.34
$γ_{1}$	0.0001	0.01
$γ_{2}$	-0.0290	-1.40
$γ_{3}$	0.0795	5.25
$γ_{4}$	-0.0917	-7.29
$γ_{5}$	0.0573	4.85
$γ_{6}$	-0.0179	-1.80

V-Lab

Mediobanca SpA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.40% (-0.97%)

Date Range:

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News Impact Curve

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