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

V-Lab

EURO STOXX 50 Price EUR AGARCH Volatility Analysis

Volatility Prediction for Tuesday, December 7th, 2021:25.41% (-1.47%)

Analysis last updated: Monday, December 6, 2021, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0092	-4.17
$α$	0.0798	29.52
$β$	0.8969	364.59
$γ$	0.7648	24.79

Estimation Period:
Jan 1, 1990 to Dec 3, 2021

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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