CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1158	6.18
$α$	0.0822	3.11
$β$	0.8028	12.22
$γ_{1}$	0.1803	1.07
$γ_{2}$	-0.1933	-0.78
$γ_{3}$	-0.1607	-1.11
$γ_{4}$	0.3621	3.20
$γ_{5}$	-0.2454	-2.95

V-Lab

SPIE SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.65% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SPIE SA Analyses