EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
94.59%
decreased by 2.82%
1 Week
100.80%
increased by 3.39%
1 Month
109.32%
increased by 11.91%
Analysis last updated: Friday, June 12, 2026 at 04:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7309 | 17.57 | |
| 0.1287 | 7.13 | |
| 0.6936 | 19.53 | |
| -0.0009 | -5.73 |
Estimation Period:
Jan 4, 1999 to Jun 5, 2026
Jan 4, 1999 to Jun 5, 2026
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