V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:15.34% (-0.68%)
Analysis last updated: Thursday, July 17, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AGARCH
paramt-stat
ω-0.0101-4.46
α0.083832.48
β0.8895379.33
γ0.791727.36
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts