EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:112.68% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7811 | 12.79 | |
| 0.1258 | 7.01 | |
| 0.6926 | 19.07 | |
| 0.0021 | 1.24 | |
| -0.0071 | -2.22 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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