CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2786	6.40
$α$	0.1521	7.80
$β$	0.7703	28.68
$γ_{1}$	0.0518	3.57
$γ_{2}$	-0.0841	-3.99
$γ_{3}$	0.0652	4.27
$γ_{4}$	-0.0748	-3.17

V-Lab

Retail Estates SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.75% (-0.50%)

Date Range:

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News Impact Curve

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