Skip to main content
Have a personal or library account? Click to login
Forecasting Volatility in the Eurozone: (GJR)-(E)GARCH Approach Cover

Forecasting Volatility in the Eurozone: (GJR)-(E)GARCH Approach

Central European Economic Journal
Volume 13 (2026): Issue 60 (January 2026)
By: ,   and    
Open Access
|Sep 2026
Authors

Authors

Viktorija Skvarciany

viktorija.skvarciany@eka.edu.lv

EKA University of Applied Sciences, Riga, Latvia

Vladimirs Šatrevičs

Riga Technical University, Economics and Business Institute, Riga, Latvia

Simona Survilaitė

Vilnius Gediminas Technical University, Department of Economics Engineering, Vilnius, Lithuania
DOI: https://doi.org/10.2478/ceej-2026-0019 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
Journal RSS Feed
Language: English
Page range: 352 - 365
Submitted on: Feb 12, 2026
Accepted on: Jul 23, 2026
Published on: Sep 16, 2026
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
Keywords:
EGARCH,
Euro Stoxx 50,
GARCH,
GJR-GARCH,
volatility
JEL:
G17,
B23,
C13
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2026 Viktorija Skvarciany, Vladimirs Šatrevičs, Simona Survilaitė, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution 4.0 License.

Volume 13 (2026): Issue 60 (January 2026)
Previous article