V-Lab: Euro GJR-GARCH Volatility Analysis

V-Lab

Euro GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:7.57% (-0.08%)

Analysis last updated: Tuesday, August 5, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.96
$α$	0.0229	15.83
$β$	0.9716	1,222.08
$γ$	0.0059	2.35

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

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Volatility Forecasts

Volatility Forecasts