CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6905	6.11
$α$	0.1190	7.42
$β$	0.7224	16.35
$γ_{1}$	-0.0876	-5.95
$γ_{2}$	0.1173	5.18
$γ_{3}$	-0.0213	-1.08
$γ_{4}$	-0.0213	-1.15
$γ_{5}$	0.0003	0.02
$γ_{6}$	0.0281	2.19

V-Lab

Nicolas Correa SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.20% (+0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nicolas Correa SA Analyses