CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7137	4.94
$α$	0.0902	3.35
$β$	0.7675	15.78
$γ_{1}$	-0.3760	-0.32
$γ_{2}$	0.8909	0.51
$γ_{3}$	-0.1967	-0.18
$γ_{4}$	-1.5214	-1.69
$γ_{5}$	2.7183	3.01
$γ_{6}$	-2.7079	-2.73
$γ_{7}$	1.5692	1.32
$γ_{8}$	-1.2315	-0.77
$γ_{9}$	3.7460	1.37
$γ_{10}$	-4.9042	-1.73

V-Lab

Morrow Bank AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.84% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morrow Bank AB Analyses