CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2162	7.22
$α$	0.1071	7.21
$β$	0.7927	25.06
$γ_{1}$	-0.0028	-0.05
$γ_{2}$	-0.0013	-0.01
$γ_{3}$	0.1113	1.51
$γ_{4}$	-0.2485	-3.41
$γ_{5}$	0.2095	3.24
$γ_{6}$	-0.1236	-2.22
$γ_{7}$	0.1846	3.10
$γ_{8}$	-0.2678	-3.92
$γ_{9}$	0.2200	2.00

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Svedbergs i Dalstorp AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:48.77% (-3.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Svedbergs i Dalstorp AB Analyses