V-Lab
V-Lab
EURO STOXX 50 Price EUR Asy. MEM Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:13.61% (+0.29%)

Analysis last updated: Thursday, September 19, 2024 at 06:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AMEM
paramt-stat
ω0.036623.71
α0.083820.11
β0.7988278.15
γ0.185625.67
Estimation Period:
Feb 25, 1998 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts