V-Lab
V-Lab
EURO STOXX 50 Price EUR Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:9.24% (-0.15%)

Analysis last updated: Thursday, November 30, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AMEM
paramt-stat
ω0.037022.81
α0.084019.77
β0.7990270.12
γ0.185625.24
Estimation Period:
Feb 25, 1998 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts