V-Lab: Euro MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Euro MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:0.00% (-3.92%)

Analysis last updated: Friday, April 26, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.7066	7066110.00
$β$	0.0434	433890.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.3868	22.32
$λ_{2}$	0.7545	20.97
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts