EURO STOXX 50 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:72.37% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1894 | 11.09 | |
| 0.0967 | 18.56 | |
| 0.9471 | 278.00 | |
| 0.1480 | 27.24 |
Estimation Period:
Jan 4, 1999 to Dec 19, 2025
Jan 4, 1999 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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