CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5257	8.47
$α$	0.0879	5.04
$β$	0.8579	37.18
$γ_{1}$	0.0276	3.01
$γ_{2}$	-0.0447	-3.24
$γ_{3}$	0.0347	3.77
$γ_{4}$	-0.0253	-3.78

V-Lab

TGS ASA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:38.70% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TGS ASA Analyses