EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.17%
decreased by 0.01%
1 Week
21.11%
decreased by 0.07%
1 Month
20.90%
decreased by 0.28%
Analysis last updated: Saturday, May 9, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0104 | -4.61 | |
| 0.0836 | 32.83 | |
| 0.8894 | 381.87 | |
| 0.7974 | 27.77 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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