EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:85.20% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6885 | 19.87 | |
| 0.1685 | 17.89 | |
| 0.8128 | 162.73 | |
| -0.1685 | -17.53 |
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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