CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5835	2.56
$α$	0.1587	6.09
$β$	0.6937	17.59
$γ_{1}$	0.0953	1.16
$γ_{2}$	-0.1639	-1.49
$γ_{3}$	0.1687	2.73
$γ_{4}$	-0.1983	-3.85
$γ_{5}$	0.1354	3.32
$γ_{6}$	-0.0436	-1.04
$γ_{7}$	0.0373	0.90
$γ_{8}$	-0.0516	-1.85

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Sparebanken More Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.55% (-0.38%)

Date Range:

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News Impact Curve

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