V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 25th, 2024:13.65% (-0.44%)

Analysis last updated: Tuesday, December 24, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.028812.99
α0.01104.22
β0.9017454.04
γ0.136222.84
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts