EURO STOXX 50 Price EUR GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:15.95% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 15.70 | |
| 0.0947 | 42.02 | |
| 0.8881 | 368.52 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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