EURO STOXX 50 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:102.11% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2372 | 12.57 | |
| 0.0777 | 40.62 | |
| 0.8948 | 236.03 | |
| -1.0000 | -132.40 | |
| 0.8093 | 23.25 |
Estimation Period:
Jan 4, 1999 to Nov 21, 2025
Jan 4, 1999 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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