EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:75.55% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7084 | 19.89 | |
| 0.1688 | 17.88 | |
| 0.8123 | 162.17 | |
| -0.1688 | -17.52 |
Estimation Period:
Jan 4, 1999 to Dec 5, 2025
Jan 4, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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