V-Lab
V-Lab
EURO STOXX 50 Price EUR APARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:17.82% (-0.69%)

Analysis last updated: Friday, June 2, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR APARCH
paramt-stat
ω0.026430.56
α0.071119.46
β0.9216359.85
γ0.812917.74
δ1.104744.18
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts