V-Lab
V-Lab
EURO STOXX 50 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:92.93% (+14.32%)
Analysis last updated: Wednesday, September 17, 2025 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Volatility Index EGARCH
paramt-stat
ω0.188711.17
α0.097718.62
β0.9474280.62
γ0.146626.86
Estimation Period:
Jan 4, 1999 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts