EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:10.67% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.48 | |
| 0.0119 | 4.57 | |
| 0.8971 | 449.43 | |
| 0.1408 | 22.94 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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