V-Lab
Euro MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:2.48% (-23.58%)
Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0062 | 28.89 | |
| 0.2949 | 19.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025