V-Lab
V-Lab
Euro GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.71% (-0.14%)

Analysis last updated: Friday, November 25, 2022, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GARCH
paramt-stat
ω0.000711.76
α0.026635.12
β0.97111193.00
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts