CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2111	6.31
$α$	0.1448	8.00
$β$	0.7121	19.70
$γ_{1}$	-0.3697	-4.87
$γ_{2}$	0.4697	4.19
$γ_{3}$	-0.0096	-0.13
$γ_{4}$	-0.1993	-3.03
$γ_{5}$	0.2416	3.66
$γ_{6}$	-0.2983	-4.88
$γ_{7}$	0.3497	5.80
$γ_{8}$	-0.3245	-5.44
$γ_{9}$	0.2086	2.43

V-Lab

Sagax AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.23% (-3.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagax AB Analyses