CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0177	5.10
$α$	0.1158	6.63
$β$	0.7177	17.02
$γ_{1}$	0.0901	3.49
$γ_{2}$	-0.1804	-4.62
$γ_{3}$	0.1655	5.27
$γ_{4}$	-0.0984	-3.12
$γ_{5}$	-0.0257	-0.51

V-Lab

Note AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.80% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Note AB Analyses