EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:11.50% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.52 | |
| 0.0118 | 4.54 | |
| 0.8974 | 450.94 | |
| 0.1404 | 22.96 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices