V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:9.57% (-0.55%)

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 AGARCH
paramt-stat
ω-0.0098-4.34
α0.082331.24
β0.8926372.38
γ0.781926.39
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts