V-Lab: EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis

V-Lab

EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:16.73% (-0.67%)

Analysis last updated: Monday, January 17, 2022, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0015	0.36
$β$	0.8629	278.91
$γ$	0.1667	33.31
$λ_{1}$	0.0053	6.28
$λ_{2}$	0.0183	3.50
$λ_{3}$	0.9780	164.89

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other EURO STOXX 50 Price EUR Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
GAS-GARCH Student T

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