V-Lab: Euro AGARCH Volatility Analysis

V-Lab

Euro AGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.83% (-0.08%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	13.22
$α$	0.0293	42.47
$β$	0.9676	1,370.60
$γ$	0.0499	4.81

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts