V-Lab: Euro GJR-GARCH Volatility Analysis

V-Lab

Euro GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:10.45% (-0.06%)

Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.68
$α$	0.0236	15.61
$β$	0.9715	1,214.33
$γ$	0.0050	1.93

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts