EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:21.44% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 13.63 | |
| 0.0121 | 4.63 | |
| 0.8962 | 446.34 | |
| 0.1416 | 22.91 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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