V-Lab: Euro GJR-GARCH Volatility Analysis

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V-Lab

Euro GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:5.06% (-0.04%)

Analysis last updated: Friday, November 28, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	13.82
$α$	0.0229	15.87
$β$	0.9714	1,221.90
$γ$	0.0062	2.45

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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