V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 3rd, 2025:10.94% (-0.12%)

Analysis last updated: Friday, January 31, 2025 at 07:09 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
β0.8573271.65
γ0.171335.86
λ10.00595.66
λ20.02083.34
λ30.9750137.42
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts