V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:105.47% (+3.64%)
Analysis last updated: Wednesday, January 22, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7259 | 16.28 | |
| 0.1148 | 6.72 | |
| 0.7327 | 21.82 | |
| -0.0010 | -5.40 |
Estimation Period:
Jan 4, 1999 to Jan 17, 2025
Jan 4, 1999 to Jan 17, 2025
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