CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6945	1.95
$α$	0.1520	1.59
$β$	0.0000	0.00
$γ_{1}$	-45.1229	-1.31
$γ_{2}$	90.6590	1.72
$γ_{3}$	-99.5913	-2.37
$γ_{4}$	99.2291	2.93
$γ_{5}$	-74.6730	-2.31
$γ_{6}$	33.5703	0.76

V-Lab

Misitano & Stracuzzi S P A Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.59% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Misitano & Stracuzzi S P A Analyses