V-Lab: Euro MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Euro MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:0.09% (-0.65%)

Analysis last updated: Tuesday, November 12, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.1756	41.20
$λ_{2}$	0.1023	38.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts