V-Lab: Euro EGARCH Volatility Analysis

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V-Lab

Euro EGARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:5.82% (+0.01%)

Analysis last updated: Tuesday, October 28, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0014	-3.26
$α$	0.0656	34.25
$β$	0.9948	3,591.28
$γ$	-0.0062	-3.59

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts