CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6210	5.24
$α$	0.1816	2.79
$β$	0.2096	1.68
$γ_{1}$	1.2851	4.39
$γ_{2}$	-1.6939	-3.92
$γ_{3}$	0.5021	1.96
$γ_{4}$	-0.1324	-0.85

V-Lab

Nacon Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.59% (-1.37%)

Date Range:

Parameter Estimates

News Impact Curve

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