V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:25.45% (-1.53%)

Analysis last updated: Wednesday, March 22, 2023, 06:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8597276.51
γ0.171635.32
λ10.00575.93
λ20.01983.42
λ30.9763148.67
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts