V-Lab: Euro MF2-GARCH Volatility Analysis

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V-Lab

Euro MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:-0.00% (-3.60%)

Analysis last updated: Sunday, November 2, 2025 at 02:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.2110	20.53
$λ_{2}$	0.2434	173.38
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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