EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:153.16% (-13.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7970 | 20.23 | |
| 0.1724 | 18.10 | |
| 0.8088 | 159.97 | |
| -0.1724 | -17.66 |
Estimation Period:
Jan 4, 1999 to Mar 6, 2026
Jan 4, 1999 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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