CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7128	5.91
$α$	0.1160	5.23
$β$	0.6637	12.06
$γ_{1}$	-0.0614	-0.94
$γ_{2}$	-0.0634	-0.69
$γ_{3}$	0.2706	4.53
$γ_{4}$	-0.1955	-2.40
$γ_{5}$	0.0121	0.11
$γ_{6}$	0.0779	0.90
$γ_{7}$	0.0160	0.26
$γ_{8}$	-0.1724	-2.70
$γ_{9}$	0.1950	2.37

V-Lab

Modern Times Group MTG AB Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:34.21% (-2.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modern Times Group MTG AB Analyses