V-Lab
V-Lab
E-World GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:39.50% (-0.89%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E-World GARCH
paramt-stat
ω0.736514.04
α0.143824.58
β0.8214116.12
Estimation Period:
Jul 26, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts