EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
105.41%
increased by 17.96%
1 Week
103.64%
increased by 16.19%
1 Month
99.78%
increased by 12.33%
Analysis last updated: Tuesday, May 5, 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 | |
|---|---|---|
| 3.8029 | 20.47 | |
| 0.1721 | 18.15 | |
| 0.8089 | 162.49 | |
| -0.1714 | -17.64 |
Estimation Period:
Jan 4, 1999 to Apr 24, 2026
Jan 4, 1999 to Apr 24, 2026
Other EURO STOXX 50 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices