EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
95.31%
increased by 16.37%
1 Week
95.92%
increased by 16.98%
1 Month
97.70%
increased by 18.76%
Analysis last updated: Monday, June 15, 2026 at 04:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41.1455 | 11.27 | |
| 0.0854 | 25.68 | |
| 0.9524 | 196.46 | |
| 5.4591 | 5.63 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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