V-Lab: Exor N V MF2-GARCH Volatility Analysis

V-Lab

Exor N V MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:27.89% (-7.42%)

Analysis last updated: Tuesday, August 12, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1532	7.20
$β$	0.0000	0.00
$γ$	0.1535	6.12
$λ_{1}$	0.1932	0.39
$λ_{2}$	1.0000	0.38
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 3, 2022 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts