V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:12.98% (-0.31%)
Analysis last updated: Thursday, July 10, 2025 at 06:02 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
β0.8476248.93
γ0.178736.52
λ10.00615.55
λ20.02143.28
λ30.9743131.13
Estimation Period:
Jan 1, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts