CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.0239	2.77
$α$	0.3359	7.68
$β$	0.6569	15.34
$γ_{1}$	-0.9411	-1.66
$γ_{2}$	1.1202	1.38
$γ_{3}$	-0.1225	-0.22
$γ_{4}$	-0.1989	-0.38
$γ_{5}$	0.0386	0.07
$γ_{6}$	0.3884	0.67
$γ_{7}$	-0.5135	-0.82
$γ_{8}$	0.8271	1.03
$γ_{9}$	-10.1122	-3.28
$γ_{10}$	33.9287	3.01

V-Lab

VTB Bank PJSC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:55.62% (+31.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VTB Bank PJSC Analyses