V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:87.31% (-3.11%)
Analysis last updated: Tuesday, April 30, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8913 | 17.52 | |
| 0.1483 | 16.77 | |
| 0.8433 | 194.99 | |
| -0.1480 | -16.37 |
Estimation Period:
Jan 4, 1999 to Apr 26, 2024
Jan 4, 1999 to Apr 26, 2024
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