V-Lab
V-Lab
Vienna Stock Exchange Austrian Traded Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:11.95% (-0.38%)

Analysis last updated: Thursday, May 16, 2024 at 04:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vienna Stock Exchange Austrian Traded Index GARCH
paramt-stat
ω0.039322.12
α0.106437.46
β0.8715316.57
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts