V-Lab
V-Lab
Euro GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:6.54% (-0.08%)

Analysis last updated: Sunday, December 3, 2023 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GARCH
paramt-stat
ω0.000712.26
α0.026435.52
β0.97111209.28
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts