V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:17.71% (-0.86%)
Analysis last updated: Tuesday, March 18, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8560266.02
γ0.171735.66
λ10.00625.47
λ20.02153.25
λ30.9741129.10
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts