EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:117.89% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7277 | 17.42 | |
| 0.1270 | 7.05 | |
| 0.6965 | 19.53 | |
| -0.0009 | -5.75 |
Estimation Period:
Jan 4, 1999 to Mar 13, 2026
Jan 4, 1999 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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