V-Lab: Euro EGARCH Volatility Analysis

V-Lab

Euro EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:6.02% (-0.14%)

Analysis last updated: Sunday, July 13, 2025 at 01:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0014	-3.22
$α$	0.0664	34.48
$β$	0.9947	3,552.60
$γ$	-0.0060	-3.48

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts