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
$ω$	0.8156	5.61
$α$	0.1537	10.40
$β$	0.7976	48.60
$γ_{1}$	0.0983	3.81
$γ_{2}$	-0.2036	-5.64
$γ_{3}$	0.1904	8.05
$γ_{4}$	-0.1159	-4.83
$γ_{5}$	0.0084	0.34
$γ_{6}$	0.0464	2.07
$γ_{7}$	-0.0293	-1.94

V-Lab

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

Volatility Prediction for Tuesday, February 3rd, 2026:11.77% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses