V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:112.36% (-3.34%)
Analysis last updated: Tuesday, March 11, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7262 | 16.37 | |
| 0.1136 | 6.70 | |
| 0.7345 | 21.94 | |
| -0.0010 | -5.43 |
Estimation Period:
Jan 4, 1999 to Mar 7, 2025
Jan 4, 1999 to Mar 7, 2025
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