EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.38% (-8.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1855 | 38.84 | |
| 0.7281 | 68.05 | |
| -0.1855 | -21.52 | |
| 0.3672 | 1.48 | |
| 0.0204 | 2.10 | |
| 0.9699 | 62.49 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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