CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4526	2.91
$α$	0.2235	4.14
$β$	0.6394	6.68
$γ_{1}$	2.6248	0.59
$γ_{2}$	-3.4101	-0.53
$γ_{3}$	8.0965	1.83
$γ_{4}$	-15.0193	-2.70
$γ_{5}$	9.8753	1.58
$γ_{6}$	0.8036	0.14
$γ_{7}$	-7.6548	-1.15
$γ_{8}$	4.2927	0.57
$γ_{9}$	0.9437	0.15
$γ_{10}$	14.1334	1.12

V-Lab

Teract S A Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:247.90% (+11.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teract S A Analyses