V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:27.20% (-1.31%)
Analysis last updated: Tuesday, April 29, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.029713.25
α0.01134.30
β0.8999449.51
γ0.138623.01
Estimation Period:
Jan 1, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts