V-Lab
V-Lab
EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.43% (+0.13%)

Analysis last updated: Friday, April 19, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR EGARCH
paramt-stat
ω0.01005.03
α0.123121.12
β0.9797954.91
γ-0.1001-32.32
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts