V-Lab: Euro GARCH Volatility Analysis

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V-Lab

Euro GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:5.99% (+0.07%)

Analysis last updated: Friday, October 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.02
$α$	0.0266	35.51
$β$	0.9708	1,210.46

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts