V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 10th, 2025:47.25% (+2.13%)
Analysis last updated: Wednesday, April 9, 2025 at 06:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.029513.21
α0.01134.29
β0.9003450.15
γ0.138222.93
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts