EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:126.75% (-9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7033 | 19.91 | |
| 0.1689 | 17.92 | |
| 0.8123 | 162.26 | |
| -0.1689 | -17.56 |
Estimation Period:
Jan 4, 1999 to Jan 16, 2026
Jan 4, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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