EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:12.51% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 5.12 | |
| 0.1264 | 21.92 | |
| 0.9786 | 944.63 | |
| -0.1015 | -32.67 |
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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