V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:101.82% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7240 | 16.61 | |
| 0.1222 | 6.85 | |
| 0.7143 | 20.75 | |
| -0.0010 | -5.56 |
Estimation Period:
Jan 4, 1999 to May 2, 2025
Jan 4, 1999 to May 2, 2025
News Impact Curve
Volatility Forecasts
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