EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:74.31% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7081 | 19.91 | |
| 0.1691 | 17.91 | |
| 0.8121 | 162.04 | |
| -0.1691 | -17.55 |
Estimation Period:
Jan 4, 1999 to Dec 19, 2025
Jan 4, 1999 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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