CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2305	5.45
$α$	0.1486	7.86
$β$	0.7471	22.66
$γ_{1}$	0.0788	1.83
$γ_{2}$	-0.0473	-0.76
$γ_{3}$	-0.1275	-3.64
$γ_{4}$	0.1955	5.03
$γ_{5}$	-0.1824	-3.53
$γ_{6}$	0.1441	2.91
$γ_{7}$	-0.1030	-2.33
$γ_{8}$	0.0796	1.97
$γ_{9}$	-0.0582	-2.10

V-Lab

UCB SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.24% (+2.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UCB SA Analyses