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V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.80% (-0.45%)
Analysis last updated: Friday, October 24, 2025 at 06:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8479248.06
γ0.177936.47
λ10.00615.52
λ20.02153.26
λ30.9741129.60
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts