V-Lab: Euro GARCH Volatility Analysis

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V-Lab

Euro GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:4.58% (-0.03%)

Analysis last updated: Wednesday, December 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	12.85
$α$	0.0269	35.85
$β$	0.9705	1,205.61

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

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