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

V-Lab

EURO STOXX 50 Price EUR AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:16.20% (-0.99%)

Analysis last updated: Monday, January 17, 2022, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0091	-4.08
$α$	0.0811	29.49
$β$	0.8952	359.94
$γ$	0.7646	24.97

Estimation Period:
Jan 1, 1990 to Jan 14, 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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