CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6208	5.26
$α$	0.1760	2.79
$β$	0.2333	1.81
$γ_{1}$	1.3027	4.43
$γ_{2}$	-1.7388	-3.97
$γ_{3}$	0.5878	2.01
$γ_{4}$	-0.3508	-0.90

V-Lab

Nacon Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.42% (-1.56%)

Date Range:

Parameter Estimates

News Impact Curve

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