CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0332	3.40
$α$	0.0823	5.26
$β$	0.8757	44.28
$γ_{1}$	-0.1343	-1.57
$γ_{2}$	0.3120	2.25
$γ_{3}$	-0.3487	-3.46
$γ_{4}$	0.3124	3.67
$γ_{5}$	-0.2155	-2.65
$γ_{6}$	0.1090	1.16
$γ_{7}$	-0.1775	-0.96

V-Lab

Vantiva SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.98% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vantiva SA Analyses