CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7322	5.51
$α$	0.1493	3.85
$β$	0.2431	1.55
$γ_{1}$	-1.6209	-1.88
$γ_{2}$	3.2050	2.57
$γ_{3}$	-3.5006	-4.70
$γ_{4}$	3.9258	5.31
$γ_{5}$	-3.1177	-3.22
$γ_{6}$	0.4578	0.32
$γ_{7}$	1.7919	1.04
$γ_{8}$	-1.7837	-1.05
$γ_{9}$	0.8775	0.79

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Netcompany A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.22% (-8.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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