EURO STOXX 50 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:80.03% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1881 | 11.09 | |
| 0.0967 | 18.59 | |
| 0.9475 | 280.00 | |
| 0.1473 | 27.08 |
Estimation Period:
Jan 4, 1999 to Nov 28, 2025
Jan 4, 1999 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices