EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.23%
decreased by 0.56%
1 Week
16.38%
decreased by 0.41%
1 Month
16.87%
increased by 0.08%
Analysis last updated: Friday, May 22, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.71 | |
| 0.0117 | 4.60 | |
| 0.8970 | 450.77 | |
| 0.1414 | 23.47 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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