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
$ω$	0.8189	5.61
$α$	0.1549	10.44
$β$	0.7967	48.49
$γ_{1}$	0.0992	3.83
$γ_{2}$	-0.2049	-5.65
$γ_{3}$	0.1902	7.98
$γ_{4}$	-0.1134	-4.68
$γ_{5}$	0.0046	0.18
$γ_{6}$	0.0495	2.21
$γ_{7}$	-0.0309	-2.03

V-Lab

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

Volatility Prediction for Monday, December 22nd, 2025:12.28% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses