V-Lab
V-Lab
EURO STOXX 50 Price EUR AGARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:11.70% (-0.72%)

Analysis last updated: Friday, February 3, 2023, 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR AGARCH
paramt-stat
ω-0.0102-4.48
α0.081230.42
β0.8947369.55
γ0.781025.71
Estimation Period:
Jan 1, 1990 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts