V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:78.40% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5976 | 19.61 | |
| 0.1671 | 17.78 | |
| 0.8161 | 165.87 | |
| -0.1671 | -17.38 |
Estimation Period:
Jan 4, 1999 to Jul 25, 2025
Jan 4, 1999 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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