CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	21
$α$	0.0600	18.25
$β$	0.6875	82.26
$γ$	0.1970	29.32
$λ_{1}$	0.0064	3.64
$λ_{2}$	0.0494	8.31
$λ_{3}$	0.9458	149.63

V-Lab

PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:14.10% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses