V-Lab: Euro GJR-GARCH Volatility Analysis

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V-Lab

Euro GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:5.53% (+0.01%)

Analysis last updated: Wednesday, October 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.90
$α$	0.0227	15.80
$β$	0.9716	1,225.20
$γ$	0.0063	2.51

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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