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
$α$	0.0602	18.29
$β$	0.6877	82.17
$γ$	0.1963	29.23
$λ_{1}$	0.0064	3.64
$λ_{2}$	0.0493	8.30
$λ_{3}$	0.9459	149.66

V-Lab

PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:10.53% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses