V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:96.82% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1798 | 37.54 | |
| 0.7406 | 70.51 | |
| -0.1798 | -20.65 | |
| 0.3416 | 1.50 | |
| 0.0197 | 2.16 | |
| 0.9713 | 67.08 |
Estimation Period:
Jan 4, 1999 to May 2, 2025
Jan 4, 1999 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices