CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2555	5.15
$α$	0.2160	3.08
$β$	0.3658	2.42
$γ_{1}$	-0.7881	-0.51
$γ_{2}$	1.7678	0.66
$γ_{3}$	-3.0656	-1.28
$γ_{4}$	6.2251	2.13
$γ_{5}$	-7.1309	-1.75
$γ_{6}$	3.5194	0.99
$γ_{7}$	-0.6612	-0.33
$γ_{8}$	2.0433	0.76
$γ_{9}$	-6.7928	-1.20

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Neosperience Spa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:42.89% (+0.49%)

Date Range:

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News Impact Curve

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