CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0197	5.86
$α$	0.1166	9.05
$β$	0.8349	57.29
$γ_{1}$	0.0003	0.02
$γ_{2}$	-0.0292	-1.42
$γ_{3}$	0.0787	5.21
$γ_{4}$	-0.0875	-6.88
$γ_{5}$	0.0447	3.36
$γ_{6}$	0.0171	0.74

V-Lab

Mediobanca SpA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:37.83% (-2.51%)

Date Range:

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