V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:119.96% (-10.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7234 | 16.70 | |
| 0.1230 | 6.87 | |
| 0.7112 | 20.50 | |
| -0.0010 | -5.59 |
Estimation Period:
Jan 4, 1999 to May 23, 2025
Jan 4, 1999 to May 23, 2025
News Impact Curve
Volatility Forecasts
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