CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6261	5.51
$α$	0.1171	7.27
$β$	0.7160	15.80
$γ_{1}$	-0.1181	-5.66
$γ_{2}$	0.1432	4.72
$γ_{3}$	-0.0100	-0.50
$γ_{4}$	-0.0143	-0.96
$γ_{5}$	-0.0199	-1.25
$γ_{6}$	0.0072	0.32
$γ_{7}$	0.0557	1.53

V-Lab

Nicolas Correa SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.05% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nicolas Correa SA Analyses