CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4073	5.16
$α$	0.0825	2.47
$β$	0.6918	5.73
$γ_{1}$	-1.5940	-2.45
$γ_{2}$	2.9681	3.10
$γ_{3}$	-3.0705	-4.10
$γ_{4}$	3.6187	4.58
$γ_{5}$	-3.7679	-4.94
$γ_{6}$	2.4125	2.72
$γ_{7}$	-0.1613	-0.16
$γ_{8}$	-1.0700	-0.80

V-Lab

Sofina SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.35% (+3.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sofina SA Analyses