V-Lab: Euro EGARCH Volatility Analysis

V-Lab

Euro EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:7.95% (-0.11%)

Analysis last updated: Friday, May 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0013	-3.03
$α$	0.0662	34.45
$β$	0.9948	3,578.28
$γ$	-0.0056	-3.23

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts