V-Lab
V-Lab
EURO STOXX 50 Price EUR APARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.42% (-0.37%)

Analysis last updated: Thursday, September 19, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR APARCH
paramt-stat
ω0.025831.64
α0.070019.85
β0.9231368.20
γ0.822518.13
δ1.087344.24
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts