V-Lab: Euro GARCH Volatility Analysis

V-Lab

Euro GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:6.13% (-0.08%)

Analysis last updated: Tuesday, July 15, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	12.86
$α$	0.0268	35.63
$β$	0.9706	1,204.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts