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EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.06% (+0.64%)
Analysis last updated: Friday, November 14, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.030713.39
α0.01184.52
β0.8972449.50
γ0.141022.98
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts