EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:104.99% (-7.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1846 | 38.72 | |
| 0.7292 | 68.19 | |
| -0.1846 | -21.42 | |
| 0.3657 | 1.48 | |
| 0.0203 | 2.10 | |
| 0.9700 | 62.64 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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