CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7268	4.91
$α$	0.1042	4.55
$β$	0.7610	14.74
$γ_{1}$	-0.2771	-2.21
$γ_{2}$	0.3492	2.00
$γ_{3}$	0.0529	0.58
$γ_{4}$	-0.3088	-3.73
$γ_{5}$	0.2380	2.08

V-Lab

Sagax AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.29% (-1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagax AB Analyses