V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:87.74% (-3.31%)
Analysis last updated: Wednesday, January 22, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2566 | 18.60 | |
| 0.1570 | 17.31 | |
| 0.8294 | 177.91 | |
| -0.1568 | -16.89 |
Estimation Period:
Jan 4, 1999 to Jan 17, 2025
Jan 4, 1999 to Jan 17, 2025
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