EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:106.06% (+9.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7816 | 12.80 | |
| 0.1259 | 7.00 | |
| 0.6920 | 19.01 | |
| 0.0021 | 1.26 | |
| -0.0072 | -2.24 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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