EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:13.80% (-0.37%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0307 | 13.40 | |
0.0119 | 4.53 | |
0.8972 | 448.82 | |
0.1410 | 22.95 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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