CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0937	5.49
$α$	0.1133	6.49
$β$	0.6991	15.24
$γ_{1}$	0.1559	4.49
$γ_{2}$	-0.2628	-4.43
$γ_{3}$	0.1326	2.33
$γ_{4}$	0.0340	0.64
$γ_{5}$	-0.1287	-3.01
$γ_{6}$	0.0919	3.14

V-Lab

Note AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:33.11% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Note AB Analyses