EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:16.34% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 5.12 | |
| 0.1265 | 21.94 | |
| 0.9786 | 944.61 | |
| -0.1017 | -32.74 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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