CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.0270	7.07
$α$	0.1401	7.12
$β$	0.6701	14.43
$γ_{1}$	-0.1484	-3.65
$γ_{2}$	0.3535	5.95
$γ_{3}$	-0.3549	-7.52
$γ_{4}$	0.2128	3.82
$γ_{5}$	-0.0818	-1.31
$γ_{6}$	0.0690	1.12
$γ_{7}$	-0.1150	-1.80
$γ_{8}$	0.1647	1.21

V-Lab

NRJ Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.05% (-1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NRJ Group Analyses