EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
18.87%
increased by 0.36%
1 Week
18.90%
increased by 0.39%
1 Month
18.99%
increased by 0.48%
Analysis last updated: Saturday, May 9, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 13.69 | |
| 0.0118 | 4.62 | |
| 0.8969 | 450.50 | |
| 0.1415 | 23.43 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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