V-Lab: Euro AGARCH Volatility Analysis

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V-Lab

Euro AGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:6.75% (+0.84%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	12.93
$α$	0.0292	42.21
$β$	0.9677	1,366.82
$γ$	0.0532	5.13

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts