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
$ω$	0.8274	5.81
$α$	0.1551	10.35
$β$	0.7936	47.37
$γ_{1}$	0.1022	4.06
$γ_{2}$	-0.2093	-5.94
$γ_{3}$	0.1933	8.33
$γ_{4}$	-0.1161	-4.94
$γ_{5}$	0.0032	0.13
$γ_{6}$	0.0646	2.70
$γ_{7}$	-0.0849	-2.46

V-Lab

PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.01% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses