EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.38% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.52 | |
| 0.0119 | 4.54 | |
| 0.8973 | 450.92 | |
| 0.1404 | 22.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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