EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.28% (-4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7485 | 20.02 | |
| 0.1694 | 17.87 | |
| 0.8111 | 161.12 | |
| -0.1694 | -17.46 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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