EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.05%
decreased by 0.34%
1 Week
13.38%
decreased by 0.01%
1 Month
14.44%
increased by 1.05%
Analysis last updated: Tuesday, June 9, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.73 | |
| 0.0116 | 4.56 | |
| 0.8969 | 450.27 | |
| 0.1418 | 23.59 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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