CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8494	5.44
$α$	0.0675	1.67
$β$	0.5434	1.93
$γ_{1}$	4.8591	3.46
$γ_{2}$	-9.3459	-4.31
$γ_{3}$	6.4440	4.00
$γ_{4}$	-0.6834	-0.50
$γ_{5}$	-3.8183	-2.70
$γ_{6}$	3.7970	2.13
$γ_{7}$	-1.4806	-0.61
$γ_{8}$	0.7128	0.25
$γ_{9}$	-1.0329	-0.43
$γ_{10}$	0.7510	0.54

V-Lab

Nexi S.P.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.22% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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