CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3124	6.56
$α$	0.0669	7.44
$β$	0.8777	53.83
$γ_{1}$	0.0281	0.99
$γ_{2}$	-0.0244	-0.57
$γ_{3}$	-0.0497	-1.91
$γ_{4}$	0.1293	6.29
$γ_{5}$	-0.1685	-7.50
$γ_{6}$	0.1560	5.23
$γ_{7}$	-0.1096	-2.61
$γ_{8}$	0.0706	1.17

V-Lab

Imerys SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:35.00% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imerys SA Analyses