EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:93.03% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7303 | 17.27 | |
| 0.1243 | 6.98 | |
| 0.7040 | 20.03 | |
| -0.0009 | -5.62 |
Estimation Period:
Jan 4, 1999 to Jan 9, 2026
Jan 4, 1999 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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