CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1219	8.64
$α$	0.0604	7.73
$β$	0.9106	84.08
$γ_{1}$	0.0294	2.07
$γ_{2}$	-0.0613	-2.83
$γ_{3}$	0.0549	3.68
$γ_{4}$	-0.0433	-3.19
$γ_{5}$	0.0481	3.68
$γ_{6}$	-0.0414	-4.22

V-Lab

Pernod Ricard SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.96% (-0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pernod Ricard SA Analyses