CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7558	5.41
$α$	0.1342	3.23
$β$	0.6521	8.36
$γ_{1}$	0.6720	0.96
$γ_{2}$	-1.0033	-1.01
$γ_{3}$	1.1756	1.78
$γ_{4}$	-2.3838	-3.29
$γ_{5}$	3.4709	4.80
$γ_{6}$	-3.5902	-5.66
$γ_{7}$	2.0183	3.21
$γ_{8}$	-0.0454	-0.07
$γ_{9}$	-1.1861	-1.22

V-Lab

Ab Sagax Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.56% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ab Sagax Analyses