CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8099	5.56
$α$	0.1500	10.14
$β$	0.8022	49.05
$γ_{1}$	0.0962	3.71
$γ_{2}$	-0.1998	-5.52
$γ_{3}$	0.1881	7.99
$γ_{4}$	-0.1154	-4.87
$γ_{5}$	0.0081	0.33
$γ_{6}$	0.0503	2.17
$γ_{7}$	-0.0355	-2.16

V-Lab

PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:14.68% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses