CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2753	8.93
$α$	0.0769	6.93
$β$	0.8765	45.59
$γ_{1}$	0.0527	4.73
$γ_{2}$	-0.0960	-5.47
$γ_{3}$	0.0697	5.23
$γ_{4}$	-0.0417	-3.22
$γ_{5}$	0.0306	1.65
$γ_{6}$	-0.0124	-0.38

V-Lab

Sanofi Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.80% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanofi Analyses