CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8294	5.84
$α$	0.1561	10.36
$β$	0.7923	47.01
$γ_{1}$	0.1037	4.12
$γ_{2}$	-0.2117	-6.00
$γ_{3}$	0.1939	8.31
$γ_{4}$	-0.1143	-4.81
$γ_{5}$	-0.0003	-0.01
$γ_{6}$	0.0684	2.85
$γ_{7}$	-0.0913	-2.54

V-Lab

PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:10.96% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSI 20 Portuguese Stock Index Analyses