V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 7th, 2025:18.41% (-0.71%)
Analysis last updated: Tuesday, May 6, 2025 at 06:12 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
β0.8503251.20
γ0.176235.74
λ10.00615.56
λ20.02133.27
λ30.9744131.07
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts