V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:26.29% (+1.41%)

Analysis last updated: Friday, March 24, 2023, 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
ω0.028812.24
α0.01104.09
β0.9019439.71
γ0.137622.29
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts