CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4471	5.84
$α$	0.1471	7.97
$β$	0.7339	24.51
$γ_{1}$	-0.0257	-1.10
$γ_{2}$	0.0741	2.22
$γ_{3}$	-0.0998	-4.49
$γ_{4}$	0.1122	5.38
$γ_{5}$	-0.0966	-4.09
$γ_{6}$	0.0038	0.08

V-Lab

Van De Velde Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:13.77% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Van De Velde Sa Analyses