V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:125.49% (-3.10%)
Analysis last updated: Monday, March 10, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2488 | 18.57 | |
| 0.1552 | 17.21 | |
| 0.8305 | 178.87 | |
| -0.1552 | -16.83 |
Estimation Period:
Jan 4, 1999 to Mar 7, 2025
Jan 4, 1999 to Mar 7, 2025
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