V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:16.91% (-0.63%)

Analysis last updated: Friday, November 22, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.028713.00
α0.01094.15
β0.9021454.48
γ0.135922.89
Estimation Period:
Jan 1, 1990 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts