CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7545	5.27
$α$	0.1370	3.24
$β$	0.6573	8.62
$γ_{1}$	0.6363	0.89
$γ_{2}$	-0.9463	-0.94
$γ_{3}$	1.1336	1.69
$γ_{4}$	-2.3462	-3.19
$γ_{5}$	3.4607	4.74
$γ_{6}$	-3.6508	-5.72
$γ_{7}$	2.2228	3.59
$γ_{8}$	-0.5670	-0.99
$γ_{9}$	0.2101	0.57

V-Lab

Ab Sagax Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.78% (+0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ab Sagax Analyses