CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9448	1.69
$α$	0.1744	5.68
$β$	0.6244	10.51
$γ_{1}$	-0.5986	-2.06
$γ_{2}$	1.0773	2.95
$γ_{3}$	-0.8700	-6.76
$γ_{4}$	0.5614	5.26
$γ_{5}$	-0.0829	-0.57
$γ_{6}$	-0.1545	-0.78
$γ_{7}$	0.0380	0.22
$γ_{8}$	0.0509	0.40
$γ_{9}$	-0.0530	-0.28

V-Lab

SP Group A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.41% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SP Group A/S Analyses