V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:16.57% (-0.55%)

Analysis last updated: Friday, July 26, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.028612.91
α0.01084.08
β0.9019449.83
γ0.136822.87
Estimation Period:
Jan 1, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts