V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 25th, 2024:13.96% (-0.53%)

Analysis last updated: Tuesday, December 24, 2024 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
α0.00010.03
β0.8571270.21
γ0.171135.72
λ10.00605.63
λ20.02083.33
λ30.9749136.46
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts