EURO STOXX 50 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:98.79% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5785 | 28.61 | |
| 0.1377 | 48.89 | |
| 0.6905 | 273.80 | |
| -4.1738 | -22.86 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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