EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:100.93% (-4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7264 | 17.19 | |
| 0.1236 | 6.95 | |
| 0.7046 | 20.00 | |
| -0.0009 | -5.68 |
Estimation Period:
Jan 4, 1999 to Nov 28, 2025
Jan 4, 1999 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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