EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.10% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 5.10 | |
| 0.1262 | 22.00 | |
| 0.9787 | 947.39 | |
| -0.1016 | -32.84 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices