V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.24% (-0.55%)

Analysis last updated: Friday, April 26, 2024 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8583272.23
γ0.170935.51
λ10.00585.77
λ20.02063.35
λ30.9752139.52
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts