V-Lab: EURO STOXX 50 Price EUR AGARCH Volatility Analysis

V-Lab

EURO STOXX 50 Price EUR AGARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:24.00% (+0.29%)

Analysis last updated: Thursday, June 30, 2022, 05:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0098	-4.31
$α$	0.0818	29.99
$β$	0.8944	363.72
$γ$	0.7713	25.25

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

Other EURO STOXX 50 Price EUR Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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