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V-Lab
V-Lab
Euro APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:5.86% (-0.07%)
Analysis last updated: Thursday, October 23, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro APARCH
paramt-stat
ω0.001011.26
α0.028427.62
β0.97161,165.03
γ0.06574.73
δ1.732633.89
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts