V-Lab
V-Lab
EURO STOXX 50 Price EUR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:12.82% (-0.34%)

Analysis last updated: Tuesday, January 14, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR GJR-GARCH
paramt-stat
ω0.028813.00
α0.01084.15
β0.9019454.34
γ0.136322.91
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts