EURO STOXX 50 Price EUR GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:14.31% (-0.60%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0281 | 15.66 | |
0.0947 | 41.96 | |
0.8882 | 368.24 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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