V-Lab
V-Lab
Euro GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:5.36% (-0.05%)

Analysis last updated: Friday, April 26, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GARCH
paramt-stat
ω0.000712.25
α0.026535.85
β0.97091212.16
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts