V-Lab: Euro GARCH Volatility Analysis

V-Lab

Euro GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:6.33% (-0.01%)

Analysis last updated: Tuesday, September 16, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.02
$α$	0.0265	35.45
$β$	0.9709	1,210.54

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts