EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.99% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 5.12 | |
| 0.1259 | 22.02 | |
| 0.9787 | 951.11 | |
| -0.1013 | -32.79 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices