EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:110.15% (+15.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7379 | 20.00 | |
| 0.1689 | 17.86 | |
| 0.8116 | 161.57 | |
| -0.1689 | -17.45 |
Estimation Period:
Jan 4, 1999 to Feb 13, 2026
Jan 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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