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
$ω$	0.8331	5.73
$α$	0.1548	10.44
$β$	0.7965	48.48
$γ_{1}$	0.1014	3.96
$γ_{2}$	-0.2076	-5.78
$γ_{3}$	0.1910	8.06
$γ_{4}$	-0.1141	-4.73
$γ_{5}$	0.0053	0.22
$γ_{6}$	0.0492	2.19
$γ_{7}$	-0.0309	-2.04

V-Lab

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

Volatility Prediction for Tuesday, January 13th, 2026:11.79% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses