EURO STOXX 50 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:131.67% (+17.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2349 | 12.70 | |
| 0.0783 | 41.25 | |
| 0.8942 | 235.38 | |
| -1.0000 | -150.06 | |
| 0.7981 | 23.11 |
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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