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EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:13.80% (-0.37%)
Analysis last updated: Wednesday, October 15, 2025 at 06:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.030713.40
α0.01194.53
β0.8972448.82
γ0.141022.95
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts