V-Lab
V-Lab
EURO STOXX 50 Price EUR APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:9.98% (-0.20%)

Analysis last updated: Monday, December 4, 2023 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR APARCH
paramt-stat
ω0.026230.48
α0.070519.48
β0.9219364.96
γ0.808717.78
δ1.110844.24
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts