EURO STOXX 50 Price EUR APARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.94% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 32.12 | |
| 0.0720 | 20.62 | |
| 0.9201 | 374.03 | |
| 0.8134 | 18.80 | |
| 1.0939 | 44.90 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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