CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7949	6.36
$α$	0.1126	9.08
$β$	0.8055	37.92
$γ_{1}$	-0.0526	-1.41
$γ_{2}$	0.1413	2.39
$γ_{3}$	-0.2378	-5.23
$γ_{4}$	0.2657	7.31
$γ_{5}$	-0.1680	-4.82
$γ_{6}$	0.0508	1.25
$γ_{7}$	0.0453	1.13
$γ_{8}$	-0.0765	-1.62
$γ_{9}$	0.0267	0.23

V-Lab

Nolato AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:69.32% (-6.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nolato AB Analyses