V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:16.19% (-0.76%)

Analysis last updated: Friday, November 22, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00000.01
β0.8574270.57
γ0.170935.64
λ10.00605.59
λ20.02093.31
λ30.9747134.86
Estimation Period:
Jan 1, 1990 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts