CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6086	4.58
$α$	0.0891	4.60
$β$	0.8293	24.20
$γ_{1}$	-0.2667	-4.43
$γ_{2}$	0.3976	4.74
$γ_{3}$	-0.2173	-5.18
$γ_{4}$	0.2023	5.57
$γ_{5}$	-0.2355	-5.18
$γ_{6}$	0.1703	4.20

V-Lab

Modern Times Group MTG AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:53.97% (+6.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modern Times Group MTG AB Analyses