CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1968	4.20
$α$	0.1614	6.76
$β$	0.5618	8.63
$γ_{1}$	0.1475	2.76
$γ_{2}$	-0.1947	-2.75
$γ_{3}$	0.0758	2.18
$γ_{4}$	-0.0020	-0.06
$γ_{5}$	-0.0886	-2.67
$γ_{6}$	0.0934	3.63

V-Lab

Rejlers AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:36.27% (+4.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rejlers AB Analyses