V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.30% (+0.82%)

Analysis last updated: Tuesday, October 3, 2023 at 05:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00080.21
β0.8558263.00
γ0.171835.07
λ10.00595.72
λ20.02063.34
λ30.9753138.87
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts