V-Lab
V-Lab
EURO STOXX 50 Price EUR APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:14.93% (-0.70%)
Analysis last updated: Friday, May 16, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR APARCH
paramt-stat
ω0.027232.13
α0.071820.43
β0.9205370.12
γ0.815918.69
δ1.090544.43
Estimation Period:
Jan 1, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts