CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7488	5.35
$α$	0.0824	6.85
$β$	0.8679	44.76
$γ_{1}$	0.1368	5.93
$γ_{2}$	-0.1993	-5.90
$γ_{3}$	0.0738	3.28
$γ_{4}$	0.0142	0.69
$γ_{5}$	-0.0666	-2.43

V-Lab

Warehouses De Pauw CVA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.24% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Warehouses De Pauw CVA Analyses