EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.40%
decreased by 0.43%
1 Week
16.94%
increased by 0.11%
1 Month
18.25%
increased by 1.42%
Analysis last updated: Friday, May 22, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8460 | 239.72 | |
| 0.1796 | 36.94 | |
| 0.0066 | 5.33 | |
| 0.0227 | 3.16 | |
| 0.9727 | 118.76 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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