CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6063	6.79
$α$	0.1077	10.80
$β$	0.8377	54.98
$γ_{1}$	0.0684	5.90
$γ_{2}$	-0.1031	-5.56
$γ_{3}$	0.0537	3.76
$γ_{4}$	-0.0408	-3.07
$γ_{5}$	0.0713	4.65
$γ_{6}$	-0.1158	-4.79

V-Lab

Sofina SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:24.30% (+1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sofina SA Analyses