EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:111.88% (-11.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7824 | 12.68 | |
| 0.1241 | 6.91 | |
| 0.6977 | 19.31 | |
| 0.0022 | 1.29 | |
| -0.0074 | -2.23 |
Estimation Period:
Jan 4, 1999 to Oct 17, 2025
Jan 4, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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