CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8699	6.96
$α$	0.1559	6.37
$β$	0.6620	14.64
$γ_{1}$	0.2626	2.68
$γ_{2}$	-0.5327	-3.50
$γ_{3}$	0.4234	4.20
$γ_{4}$	-0.2683	-2.73
$γ_{5}$	0.1975	1.55
$γ_{6}$	-0.0554	-0.38
$γ_{7}$	-0.0616	-0.43
$γ_{8}$	0.1483	1.00
$γ_{9}$	-0.3404	-1.48

V-Lab

Nexity SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.23% (-4.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nexity SA Analyses