CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3240	7.53
$α$	0.1133	6.31
$β$	0.7437	21.76
$γ_{1}$	-0.1647	-2.24
$γ_{2}$	0.4270	3.47
$γ_{3}$	-0.4997	-4.86
$γ_{4}$	0.3259	3.16
$γ_{5}$	-0.0910	-0.91
$γ_{6}$	0.0370	0.43
$γ_{7}$	-0.0299	-0.32
$γ_{8}$	-0.0957	-0.84
$γ_{9}$	0.2424	1.61

V-Lab

Sword Group Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.35% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sword Group Analyses