EURO STOXX 50 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:95.33% (-10.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1877 | 11.15 | |
| 0.0972 | 18.62 | |
| 0.9477 | 281.87 | |
| 0.1461 | 26.82 |
Estimation Period:
Jan 4, 1999 to Oct 17, 2025
Jan 4, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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