CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.7557	6.07
$α$	0.1723	9.12
$β$	0.6575	19.28
$γ_{1}$	0.2445	6.15
$γ_{2}$	-0.2450	-4.43
$γ_{3}$	-0.0776	-2.28
$γ_{4}$	0.2311	5.92
$γ_{5}$	-0.2992	-5.55
$γ_{6}$	0.2138	3.94
$γ_{7}$	-0.0850	-2.05
$γ_{8}$	0.0217	0.50
$γ_{9}$	0.0387	0.46

V-Lab

Rottneros AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:41.27% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rottneros AB Analyses