V-Lab
EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:79.52% (-1.62%)
Analysis last updated: Friday, April 26, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7478 | 10.33 | |
| 0.1080 | 6.55 | |
| 0.7378 | 21.48 | |
| -0.0006 | -0.06 | |
| -0.0002 | -0.01 | |
| 0.0072 | 0.65 | |
| -0.0421 | -3.14 |
Estimation Period:
Jan 4, 1999 to Apr 19, 2024
Jan 4, 1999 to Apr 19, 2024
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