EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
84.36%
decreased by 2.88%
1 Week
86.60%
decreased by 0.64%
1 Month
91.18%
increased by 3.94%
Analysis last updated: Thursday, May 21, 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 | |
|---|---|---|
| 3.8084 | 20.47 | |
| 0.1721 | 18.15 | |
| 0.8087 | 162.20 | |
| -0.1714 | -17.66 |
Estimation Period:
Jan 4, 1999 to May 15, 2026
Jan 4, 1999 to May 15, 2026
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