V-Lab
V-Lab
EURO STOXX 50 Price EUR Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.61% (-0.65%)

Analysis last updated: Friday, June 2, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AMEM
paramt-stat
ω0.037222.72
α0.085719.90
β0.7977266.63
γ0.185425.00
Estimation Period:
Feb 25, 1998 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts