V-Lab
EURO STOXX 50 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:173.32% (+97.91%)
Analysis last updated: Friday, December 20, 2024 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1137 | 18.45 | |
| 0.1571 | 17.43 | |
| 0.8330 | 184.25 | |
| -0.1567 | -16.92 |
Estimation Period:
Jan 4, 1999 to Dec 13, 2024
Jan 4, 1999 to Dec 13, 2024
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