EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
79.92%
decreased by 2.00%
1 Week
83.11%
increased by 1.19%
1 Month
89.50%
increased by 7.58%
Analysis last updated: Monday, May 25, 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 | |
|---|---|---|
| 3.8053 | 20.48 | |
| 0.1721 | 18.17 | |
| 0.8087 | 162.19 | |
| -0.1714 | -17.67 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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