V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:98.41% (-2.29%)
Analysis last updated: Wednesday, May 1, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7188 | 15.49 | |
| 0.1067 | 6.56 | |
| 0.7564 | 23.73 | |
| -0.0011 | -5.29 |
Estimation Period:
Jan 4, 1999 to Apr 26, 2024
Jan 4, 1999 to Apr 26, 2024
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