V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:15.69% (-0.43%)
Analysis last updated: Wednesday, June 18, 2025 at 06:13 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
β0.8474248.29
γ0.179036.47
λ10.00615.54
λ20.02143.28
λ30.9743130.81
Estimation Period:
Jan 1, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts