EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:118.16% (+13.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7494 | 20.00 | |
| 0.1693 | 17.86 | |
| 0.8111 | 161.00 | |
| -0.1693 | -17.45 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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