V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:15.83% (+1.91%)
Analysis last updated: Friday, July 4, 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-0.0100-4.46
α0.083832.47
β0.8895379.15
γ0.791527.36
Estimation Period:
Jan 1, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts