V-Lab
EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:117.69% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7232 | 16.79 | |
| 0.1235 | 6.91 | |
| 0.7090 | 20.37 | |
| -0.0010 | -5.64 |
Estimation Period:
Jan 4, 1999 to Jun 27, 2025
Jan 4, 1999 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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