CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0947	5.49
$α$	0.1133	6.49
$β$	0.6993	15.27
$γ_{1}$	0.1557	4.50
$γ_{2}$	-0.2626	-4.45
$γ_{3}$	0.1329	2.35
$γ_{4}$	0.0335	0.63
$γ_{5}$	-0.1292	-3.04
$γ_{6}$	0.0930	3.19

V-Lab

Note AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:42.77% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Note AB Analyses