V-Lab
EURO STOXX 50 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:185.22% (-30.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3746 | 28.27 | |
| 0.1374 | 48.94 | |
| 0.7005 | 292.60 | |
| -4.0295 | -21.96 |
Estimation Period:
Jan 4, 1999 to Apr 11, 2025
Jan 4, 1999 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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