V-Lab
EURO STOXX 50 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:79.55% (-4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2409 | 12.35 | |
| 0.0777 | 39.72 | |
| 0.8945 | 233.80 | |
| -1.0000 | -117.84 | |
| 0.8197 | 23.13 |
Estimation Period:
Jan 4, 1999 to May 16, 2025
Jan 4, 1999 to May 16, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other APARCH Analyses on Volatility Indices