EURO STOXX 50 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:104.48% (+20.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 27.47 | |
| 0.1257 | 29.53 | |
| 0.7494 | 105.94 |
Estimation Period:
Jan 4, 1999 to Jan 9, 2026
Jan 4, 1999 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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