CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3685	4.91
$α$	0.1315	6.57
$β$	0.7826	22.67
$γ_{1}$	0.0634	0.65
$γ_{2}$	0.0177	0.13
$γ_{3}$	-0.1937	-2.42
$γ_{4}$	0.1673	2.19
$γ_{5}$	-0.2011	-1.89
$γ_{6}$	0.4331	3.79
$γ_{7}$	-0.5163	-5.29
$γ_{8}$	0.3055	4.41

V-Lab

Petropoulos Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.53% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petropoulos Sa Analyses