CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.2074	4.25
$α$	0.1610	6.76
$β$	0.5614	8.64
$γ_{1}$	0.1500	2.83
$γ_{2}$	-0.1990	-2.84
$γ_{3}$	0.0795	2.28
$γ_{4}$	-0.0066	-0.20
$γ_{5}$	-0.0805	-1.96
$γ_{6}$	0.0735	1.22

V-Lab

Rejlers AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.64% (+2.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rejlers AB Analyses