V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:16.61% (+3.23%)

Analysis last updated: Tuesday, April 16, 2024 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AGARCH
paramt-stat
ω-0.0110-4.89
α0.081130.93
β0.8941374.87
γ0.790926.21
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts