V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.75% (-0.25%)

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 GJR-GARCH
paramt-stat
ω0.028512.90
α0.01084.06
β0.9021449.49
γ0.136722.85
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts