EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
93.96%
decreased by 1.13%
1 Week
100.51%
increased by 5.42%
1 Month
109.40%
increased by 14.31%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 0.7280 | 17.56 | |
| 0.1284 | 7.11 | |
| 0.6924 | 19.36 | |
| -0.0009 | -5.83 |
Estimation Period:
Jan 4, 1999 to May 15, 2026
Jan 4, 1999 to May 15, 2026
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