CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7168	5.93
$α$	0.1151	5.21
$β$	0.6692	12.29
$γ_{1}$	-0.0652	-1.00
$γ_{2}$	-0.0541	-0.59
$γ_{3}$	0.2605	4.34
$γ_{4}$	-0.1889	-2.30
$γ_{5}$	0.0094	0.09
$γ_{6}$	0.0805	0.92
$γ_{7}$	0.0088	0.14
$γ_{8}$	-0.1550	-2.50
$γ_{9}$	0.1513	3.20

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:29.13% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modern Times Group MTG AB Analyses