EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:88.43% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6453 | 19.69 | |
| 0.1660 | 17.70 | |
| 0.8152 | 164.52 | |
| -0.1660 | -17.33 |
Estimation Period:
Jan 4, 1999 to Oct 17, 2025
Jan 4, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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