EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:86.46% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7805 | 12.71 | |
| 0.1244 | 6.95 | |
| 0.6964 | 19.25 | |
| 0.0021 | 1.24 | |
| -0.0071 | -2.16 |
Estimation Period:
Jan 4, 1999 to Nov 28, 2025
Jan 4, 1999 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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