V-Lab
V-Lab
Euro GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:8.23% (-0.10%)

Analysis last updated: Thursday, June 1, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GARCH
paramt-stat
ω0.000712.00
α0.026635.31
β0.97111198.85
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts