V-Lab
V-Lab
EURO STOXX 50 Price EUR EGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:17.69% (-0.57%)

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 EGARCH
paramt-stat
ω0.01045.15
α0.124620.87
β0.9795944.57
γ-0.1009-31.55
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts