V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:90.03% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5118 | 19.33 | |
| 0.1650 | 17.67 | |
| 0.8192 | 168.19 | |
| -0.1650 | -17.23 |
Estimation Period:
Jan 4, 1999 to May 2, 2025
Jan 4, 1999 to May 2, 2025
News Impact Curve
Volatility Forecasts
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