V-Lab: EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:161.32% (+70.54%)

Analysis last updated: Friday, December 20, 2024 at 05:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7291	16.16
$α$	0.1157	6.75
$β$	0.7355	22.23
$γ_{1}$	-0.0010	-5.30

Estimation Period:
Jan 4, 1999 to Dec 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other EURO STOXX 50 Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
GAS-GARCH Student T
MF2-GARCH