V-Lab
V-Lab
EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:13.78% (-0.18%)

Analysis last updated: Friday, December 9, 2022, 06:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EURO STOXX 50 Price EUR MF2-GARCH
paramt-stat
m41
α0.00030.06
β0.8636290.30
γ0.169535.24
λ10.00546.41
λ20.01823.55
λ30.9781168.64
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts