V-Lab: Euro GARCH Volatility Analysis

V-Lab

Euro GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.04% (-0.13%)

Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	12.71
$α$	0.0266	35.56
$β$	0.9710	1,216.75

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts