CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0129	6.64
$α$	0.1730	7.75
$β$	0.6948	23.25
$γ_{1}$	0.0400	1.16
$γ_{2}$	0.0164	0.32
$γ_{3}$	-0.1779	-5.68
$γ_{4}$	0.2016	7.25
$γ_{5}$	-0.1033	-3.23
$γ_{6}$	0.0352	1.06
$γ_{7}$	-0.0084	-0.23
$γ_{8}$	-0.0236	-0.50
$γ_{9}$	0.0306	0.79

V-Lab

Sopra Steria Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:42.19% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sopra Steria Group Analyses