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V-Lab
Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:4.99% (-0.05%)
Analysis last updated: Wednesday, November 19, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GJR-GARCH
paramt-stat
ω0.000713.86
α0.022915.85
β0.97141,221.95
γ0.00622.46
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts