V-Lab
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Euro GJR-GARCH Volatility Analysis

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

\$1.12

-0.49%

6.94%

5.89%

5.78%

7.04%

4.49%

21.49%

7.59%

9.79%

7.24%

1 Year Pred:

8.06%

paramt-stat
$\omega$0.001410.91
$\alpha$0.028014.72
$\beta$0.9650871.74
$\gamma$0.00702.05
Estimation Period:
Jan 3, 1990 to Jul 19, 2019