EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
83.55%
decreased by 2.14%
1 Week
85.36%
decreased by 0.33%
1 Month
90.50%
increased by 4.81%
Analysis last updated: Monday, May 25, 2026 at 04:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41.1766 | 11.20 | |
| 0.0851 | 25.70 | |
| 0.9529 | 197.12 | |
| 5.4573 | 5.62 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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