EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:118.59% (+22.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7264 | 17.10 | |
| 0.1238 | 6.93 | |
| 0.7051 | 20.02 | |
| -0.0009 | -5.67 |
Estimation Period:
Jan 4, 1999 to Oct 10, 2025
Jan 4, 1999 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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