EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.14%
increased by 0.14%
1 Week
13.45%
increased by 0.45%
1 Month
14.50%
increased by 1.50%
Analysis last updated: Friday, June 12, 2026 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.74 | |
| 0.0115 | 4.55 | |
| 0.8971 | 450.79 | |
| 0.1416 | 23.60 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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