EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.84% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0101 | -4.52 | |
| 0.0833 | 32.41 | |
| 0.8900 | 380.52 | |
| 0.7910 | 27.36 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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