CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.6217	6.34
$α$	0.1008	10.87
$β$	0.8554	62.85
$γ_{1}$	0.0649	5.25
$γ_{2}$	-0.0964	-4.83
$γ_{3}$	0.0457	2.94
$γ_{4}$	-0.0263	-1.85
$γ_{5}$	0.0425	2.95
$γ_{6}$	-0.0507	-4.64

V-Lab

Sofina SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.68% (+1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sofina SA Analyses