V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:13.39% (-0.87%)

Analysis last updated: Tuesday, December 3, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AGARCH
paramt-stat
ω-0.0110-4.92
α0.080531.15
β0.8946380.18
γ0.793126.40
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts