V-Lab
V-Lab
Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:7.08% (-0.07%)
Analysis last updated: Friday, August 29, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro GJR-GARCH
paramt-stat
ω0.000713.92
α0.022715.80
β0.97171,228.41
γ0.00622.48
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts