V-Lab: Euro MF2-GARCH Volatility Analysis

V-Lab

Euro MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:1.93% (-6.00%)

Analysis last updated: Friday, May 30, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.4253	27.50
$λ_{2}$	0.2950	19.35
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts