CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.8815	9.45
$α$	0.1341	8.08
$β$	0.7362	23.01
$γ_{1}$	0.1175	4.76
$γ_{2}$	-0.1579	-4.25
$γ_{3}$	0.0740	3.01
$γ_{4}$	-0.0390	-1.69
$γ_{5}$	-0.0116	-0.51
$γ_{6}$	0.0239	1.41

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Reply S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:38.15% (-2.26%)

Date Range:

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News Impact Curve

Volatility Forecasts

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