V-Lab
V-Lab
EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:108.81% (-4.31%)
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 SGARCH
paramt-stat
ω0.782912.48
α0.12416.89
β0.703319.84
γ10.00231.28
γ2-0.0074-2.15
Estimation Period:
Jan 4, 1999 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts