V-Lab
EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:74.33% (-2.88%)
Analysis last updated: Wednesday, May 1, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7477 | 10.32 | |
| 0.1078 | 6.56 | |
| 0.7386 | 21.57 | |
| -0.0006 | -0.06 | |
| -0.0001 | -0.00 | |
| 0.0071 | 0.64 | |
| -0.0419 | -3.12 |
Estimation Period:
Jan 4, 1999 to Apr 26, 2024
Jan 4, 1999 to Apr 26, 2024
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