CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.8448	8.04
$α$	0.1122	6.43
$β$	0.7866	22.10
$γ_{1}$	0.0294	0.72
$γ_{2}$	-0.0879	-1.35
$γ_{3}$	0.1561	2.69
$γ_{4}$	-0.1113	-1.77
$γ_{5}$	0.0868	1.23
$γ_{6}$	-0.2315	-1.81

V-Lab

NGS Group AB Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:79.39% (+8.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGS Group AB Analyses