V-Lab: Euro GJR-GARCH Volatility Analysis

V-Lab

Euro GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:6.68% (-0.04%)

Analysis last updated: Wednesday, July 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.84
$α$	0.0232	15.94
$β$	0.9711	1,216.98
$γ$	0.0061	2.39

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts