CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6949	1.95
$α$	0.1530	1.63
$β$	0.0000	0.00
$γ_{1}$	-45.1677	-1.31
$γ_{2}$	90.9172	1.72
$γ_{3}$	-100.4104	-2.40
$γ_{4}$	101.2558	3.11
$γ_{5}$	-79.5438	-3.19
$γ_{6}$	47.0818	2.33

V-Lab

Misitano & Stracuzzi S P A Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.53% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Misitano & Stracuzzi S P A Analyses