EURO STOXX 50 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:87.82% (+5.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2366 | 12.52 | |
| 0.0775 | 40.51 | |
| 0.8951 | 236.35 | |
| -1.0000 | -131.40 | |
| 0.8099 | 23.16 |
Estimation Period:
Jan 4, 1999 to Oct 24, 2025
Jan 4, 1999 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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