CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0825	4.10
$α$	0.1390	7.28
$β$	0.7539	23.45
$γ_{1}$	0.0536	0.57
$γ_{2}$	-0.0642	-0.47
$γ_{3}$	0.1234	1.55
$γ_{4}$	-0.3378	-5.33
$γ_{5}$	0.3896	5.47
$γ_{6}$	-0.2077	-2.34
$γ_{7}$	0.0810	0.76
$γ_{8}$	-0.1035	-1.01
$γ_{9}$	0.1555	1.44

V-Lab

ROCKWOOL A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:42.28% (-2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ROCKWOOL A/S Analyses