EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:97.83% (+5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7289 | 17.26 | |
| 0.1243 | 6.98 | |
| 0.7032 | 19.93 | |
| -0.0009 | -5.67 |
Estimation Period:
Jan 4, 1999 to Dec 19, 2025
Jan 4, 1999 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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