CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8152	5.59
$α$	0.1537	10.42
$β$	0.7981	48.85
$γ_{1}$	0.0969	3.75
$γ_{2}$	-0.2011	-5.57
$γ_{3}$	0.1890	8.02
$γ_{4}$	-0.1158	-4.87
$γ_{5}$	0.0090	0.37
$γ_{6}$	0.0463	2.06
$γ_{7}$	-0.0298	-1.97

V-Lab

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

Volatility Prediction for Thursday, March 5th, 2026:26.87% (-2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses