CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8405	6.57
$α$	0.1137	9.23
$β$	0.8078	39.69
$γ_{1}$	-0.0331	-0.88
$γ_{2}$	0.1088	1.82
$γ_{3}$	-0.2138	-4.60
$γ_{4}$	0.2453	6.55
$γ_{5}$	-0.1511	-4.24
$γ_{6}$	0.0364	0.88
$γ_{7}$	0.0604	1.56
$γ_{8}$	-0.1002	-3.19
$γ_{9}$	0.0613	2.73

V-Lab

Nolato AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:76.35% (+49.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nolato AB Analyses