CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1002	6.82
$α$	0.0790	3.01
$β$	0.6733	7.10
$γ_{1}$	1.2365	3.45
$γ_{2}$	-1.1477	-1.97
$γ_{3}$	-0.5406	-1.32
$γ_{4}$	0.6949	1.96
$γ_{5}$	0.0292	0.08
$γ_{6}$	-0.9056	-2.47
$γ_{7}$	1.3680	3.66
$γ_{8}$	-1.4881	-3.44
$γ_{9}$	1.6001	2.79
$γ_{10}$	-1.6091	-1.38

V-Lab

OCI NV Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:53.22% (+3.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OCI NV Analyses