EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:103.62% (+9.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7807 | 12.78 | |
| 0.1253 | 7.00 | |
| 0.6939 | 19.14 | |
| 0.0021 | 1.24 | |
| -0.0071 | -2.22 |
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 Spline-GARCH Analyses on Volatility Indices