V-Lab
V-Lab
EURO STOXX 50 Price EUR Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:15.25% (0.00%)

Analysis last updated: Monday, January 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AMEM
paramt-stat
ω0.036723.95
α0.083420.20
β0.7994280.09
γ0.184925.75
Estimation Period:
Feb 25, 1998 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts