EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:117.16% (-9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1887 | 39.60 | |
| 0.7244 | 67.52 | |
| -0.1887 | -22.08 | |
| 0.5118 | 1.55 | |
| 0.0260 | 2.04 | |
| 0.9605 | 46.61 |
Estimation Period:
Jan 4, 1999 to Mar 13, 2026
Jan 4, 1999 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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