V-Lab: EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis

V-Lab

EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 16th, 2022:14.91% (-0.38%)

Analysis last updated: Monday, August 15, 2022, 05:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0006	0.15
$β$	0.8619	282.87
$γ$	0.1703	34.66
$λ_{1}$	0.0055	6.23
$λ_{2}$	0.0187	3.48
$λ_{3}$	0.9775	160.14

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

Other EURO STOXX 50 Price EUR Analyses
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GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
GAS-GARCH Student T

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