EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
88.20%
decreased by 5.96%
1 Week
90.74%
decreased by 3.42%
1 Month
94.22%
increased by 0.06%
Analysis last updated: Monday, June 22, 2026 at 04:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7797 | 12.89 | |
| 0.1311 | 7.16 | |
| 0.6821 | 18.71 | |
| 0.0019 | 1.19 | |
| -0.0069 | -2.21 |
Estimation Period:
Jan 4, 1999 to Jun 19, 2026
Jan 4, 1999 to Jun 19, 2026
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