V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:10.99% (-0.10%)
Analysis last updated: Tuesday, October 7, 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
ω0.030713.35
α0.01194.52
β0.8972449.07
γ0.141022.95
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts