V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:13.67% (+0.34%)

Analysis last updated: Wednesday, April 24, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AGARCH
paramt-stat
ω-0.0110-4.88
α0.081030.89
β0.8942375.25
γ0.790426.20
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts