V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:86.33% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6043 | 19.62 | |
| 0.1675 | 17.78 | |
| 0.8159 | 165.80 | |
| -0.1675 | -17.39 |
Estimation Period:
Jan 4, 1999 to Jul 4, 2025
Jan 4, 1999 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices