EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
83.19%
decreased by 2.50%
1 Week
85.67%
decreased by 0.02%
1 Month
90.71%
increased by 5.02%
Analysis last updated: Monday, June 15, 2026 at 04:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8028 | 20.55 | |
| 0.1727 | 18.25 | |
| 0.8085 | 162.27 | |
| -0.1720 | -17.74 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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