CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2143	6.24
$α$	0.1456	8.02
$β$	0.7124	19.80
$γ_{1}$	-0.3642	-4.73
$γ_{2}$	0.4610	4.06
$γ_{3}$	-0.0067	-0.09
$γ_{4}$	-0.1956	-2.96
$γ_{5}$	0.2332	3.52
$γ_{6}$	-0.2874	-4.67
$γ_{7}$	0.3365	5.44
$γ_{8}$	-0.3053	-4.87
$γ_{9}$	0.1699	3.84

V-Lab

Sagax AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:46.23% (-4.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagax AB Analyses