V-Lab: Euro AGARCH Volatility Analysis

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V-Lab

Euro AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.63% (+0.35%)

Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	12.29
$α$	0.0296	42.32
$β$	0.9674	1349.30
$γ$	0.0552	5.10

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

News Impact Curve

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Volatility Forecasts

Volatility Forecasts