EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.28% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 13.50 | |
| 0.0118 | 4.53 | |
| 0.8974 | 451.18 | |
| 0.1404 | 22.96 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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