V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 3rd, 2025:15.63% (+2.37%)
Analysis last updated: Tuesday, September 2, 2025 at 06:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.030813.35
α0.01194.54
β0.8970448.27
γ0.141322.95
Estimation Period:
Jan 1, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts