EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:11.13% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 13.38 | |
| 0.0120 | 4.59 | |
| 0.8969 | 449.13 | |
| 0.1411 | 22.94 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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