V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:11.07% (-0.20%)

Analysis last updated: Friday, December 9, 2022, 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.027911.88
α0.01023.85
β0.9030444.15
γ0.137822.77
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts