EURO STOXX 50 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:122.38% (-10.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7271 | 17.16 | |
| 0.1235 | 6.94 | |
| 0.7052 | 20.03 | |
| -0.0009 | -5.65 |
Estimation Period:
Jan 4, 1999 to Nov 7, 2025
Jan 4, 1999 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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