EURO STOXX 50 Volatility Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
89.34%
decreased by 6.27%
1 Week
93.07%
decreased by 2.54%
1 Month
98.43%
increased by 2.82%
Analysis last updated: Tuesday, May 12, 2026 at 04:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7007 | 29.57 | |
| 0.1404 | 49.39 | |
| 0.6866 | 267.04 | |
| -4.1227 | -23.08 |
Estimation Period:
Jan 4, 1999 to May 8, 2026
Jan 4, 1999 to May 8, 2026
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