CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.1059	5.11
$α$	0.0875	46.40
$β$	0.9892	464.87
$ν$	4.7144	15.38

V-Lab

Sonae SGPS SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.18% (-1.29%)

Date Range:

Parameter Estimates

Other Sonae SGPS SA Analyses