EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
13.25%
decreased by 0.25%
1 Week
13.56%
increased by 0.06%
1 Month
14.58%
increased by 1.08%
Analysis last updated: Thursday, July 2, 2026 at 06:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.73 | |
| 0.0114 | 4.51 | |
| 0.8972 | 451.06 | |
| 0.1417 | 23.66 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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