EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:120.93% (-10.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7269 | 17.10 | |
| 0.1235 | 6.93 | |
| 0.7058 | 20.07 | |
| -0.0009 | -5.65 |
Estimation Period:
Jan 4, 1999 to Oct 17, 2025
Jan 4, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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