EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:93.41% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6729 | 19.79 | |
| 0.1674 | 17.82 | |
| 0.8139 | 163.53 | |
| -0.1674 | -17.46 |
Estimation Period:
Jan 4, 1999 to Nov 14, 2025
Jan 4, 1999 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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