EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:82.11% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6865 | 19.85 | |
| 0.1682 | 17.87 | |
| 0.8133 | 163.22 | |
| -0.1682 | -17.51 |
Estimation Period:
Jan 4, 1999 to Nov 28, 2025
Jan 4, 1999 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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