CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0606	18.35
$β$	0.6876	82.24
$γ$	0.1962	29.21
$λ_{1}$	0.0064	3.65
$λ_{2}$	0.0494	8.32
$λ_{3}$	0.9458	149.92

V-Lab

PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:10.78% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses