CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8196	5.32
$α$	0.0365	2.75
$β$	0.9351	37.79
$γ_{1}$	-0.0072	-1.18

V-Lab

Hermes International Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.69% (+0.90%)

Date Range:

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News Impact Curve

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