EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:115.85% (+8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7291 | 17.34 | |
| 0.1246 | 7.00 | |
| 0.7022 | 19.88 | |
| -0.0009 | -5.69 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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