EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
20.64%
increased by 2.21%
1 Week
20.64%
increased by 2.21%
1 Month
20.67%
increased by 2.24%
Analysis last updated: Thursday, May 21, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7462 | 5.92 | |
| 0.0801 | 36.93 | |
| 0.9906 | 606.63 | |
| 6.9099 | 7.68 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
Other GAS-GARCH Student T Analyses on Equity Indices