CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2784	5.66
$α$	0.1489	7.95
$β$	0.7446	22.67
$γ_{1}$	0.0871	2.03
$γ_{2}$	-0.0561	-0.91
$γ_{3}$	-0.1308	-3.76
$γ_{4}$	0.2056	5.29
$γ_{5}$	-0.1945	-3.77
$γ_{6}$	0.1525	3.08
$γ_{7}$	-0.1036	-2.32
$γ_{8}$	0.0676	1.52
$γ_{9}$	-0.0168	-0.26

V-Lab

UCB SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.81% (+1.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UCB SA Analyses