V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:12.62% (-0.47%)

Analysis last updated: Tuesday, April 23, 2024 at 06:01 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
β0.8583271.60
γ0.170835.50
λ10.00585.75
λ20.02073.34
λ30.9751138.57
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts