EURO STOXX 50 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:86.30% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5575 | 28.44 | |
| 0.1374 | 48.95 | |
| 0.6912 | 275.03 | |
| -4.1890 | -22.90 |
Estimation Period:
Jan 4, 1999 to Feb 13, 2026
Jan 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices