EURO STOXX 50 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:83.84% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6094 | 28.92 | |
| 0.1375 | 48.66 | |
| 0.6913 | 275.29 | |
| -4.1317 | -22.47 |
Estimation Period:
Jan 4, 1999 to Oct 24, 2025
Jan 4, 1999 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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