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V-Lab
Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:4.53% (-0.04%)
Analysis last updated: Thursday, December 18, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GJR-GARCH
paramt-stat
ω0.000713.74
α0.023015.91
β0.97131,220.25
γ0.00622.44
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts