EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:119.47% (+31.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6586 | 19.74 | |
| 0.1667 | 17.75 | |
| 0.8146 | 164.08 | |
| -0.1667 | -17.37 |
Estimation Period:
Jan 4, 1999 to Oct 10, 2025
Jan 4, 1999 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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