CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0192	7.05
$α$	0.0864	3.14
$β$	0.8085	13.43
$γ_{1}$	0.0582	1.46
$γ_{2}$	-0.1472	-2.32
$γ_{3}$	0.2266	3.73

V-Lab

SPIE SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:32.30% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SPIE SA Analyses