EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:123.72% (+33.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1833 | 38.03 | |
| 0.7297 | 67.32 | |
| -0.1833 | -20.86 | |
| 0.3759 | 1.46 | |
| 0.0209 | 2.06 | |
| 0.9692 | 59.74 |
Estimation Period:
Jan 4, 1999 to Oct 10, 2025
Jan 4, 1999 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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