V-Lab: Euro AGARCH Volatility Analysis

V-Lab

Euro AGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.06% (+0.94%)

Analysis last updated: Friday, July 11, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	13.29
$α$	0.0295	42.44
$β$	0.9674	1,362.59
$γ$	0.0514	4.98

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts