CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5194	6.41
$α$	0.2240	7.65
$β$	0.5050	8.69
$γ_{1}$	0.0199	0.32
$γ_{2}$	0.0143	0.16
$γ_{3}$	-0.0910	-1.49
$γ_{4}$	0.0341	0.49
$γ_{5}$	0.1798	2.36
$γ_{6}$	-0.2639	-3.40
$γ_{7}$	0.1302	1.85
$γ_{8}$	-0.0454	-0.68
$γ_{9}$	-0.0142	-0.13

V-Lab

Stef SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.50% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stef SA Analyses