V-Lab
EURO STOXX 50 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:88.95% (-2.85%)
Analysis last updated: Wednesday, May 1, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6947 | 24.09 | |
| 0.1072 | 27.17 | |
| 0.7999 | 124.87 |
Estimation Period:
Jan 4, 1999 to Apr 26, 2024
Jan 4, 1999 to Apr 26, 2024
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