V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:12.32% (-0.37%)
Analysis last updated: Friday, September 12, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8477248.38
γ0.178336.50
λ10.00615.52
λ20.02153.26
λ30.9741129.34
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts