V-Lab
V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:93.61% (-4.50%)
Analysis last updated: Monday, June 30, 2025 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of EURO STOXX 50 Volatility Index GJR-GARCH
paramt-stat
ω3.593619.60
α0.167317.79
β0.8163166.28
γ-0.1673-17.39
Estimation Period:
Jan 4, 1999 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts