V-Lab
V-Lab
EURO STOXX 50 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:81.54% (-4.24%)
Analysis last updated: Friday, July 11, 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
ω0.189511.25
α0.099218.73
β0.9472280.90
γ0.146726.77
Estimation Period:
Jan 4, 1999 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts