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
$α$	0.0565	17.06
$β$	0.6868	79.11
$γ$	0.1973	29.03
$λ_{1}$	0.0071	3.51
$λ_{2}$	0.0532	7.73
$λ_{3}$	0.9418	129.47

V-Lab

PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:18.94% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses