V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:37.11% (-2.61%)
Analysis last updated: Tuesday, April 15, 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
β0.8516254.75
γ0.175735.60
λ10.00615.64
λ20.02103.29
λ30.9747134.00
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts