V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:14.34% (-0.41%)

Analysis last updated: Thursday, October 10, 2024 at 06:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.028812.98
α0.01094.16
β0.9018453.39
γ0.136622.91
Estimation Period:
Jan 1, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts