CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1228	8.65
$α$	0.0603	7.72
$β$	0.9107	84.07
$γ_{1}$	0.0296	2.08
$γ_{2}$	-0.0616	-2.84
$γ_{3}$	0.0549	3.68
$γ_{4}$	-0.0433	-3.19
$γ_{5}$	0.0477	3.65
$γ_{6}$	-0.0409	-4.15

V-Lab

Pernod Ricard SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:30.83% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pernod Ricard SA Analyses