EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:84.26% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1826 | 38.05 | |
| 0.7311 | 67.81 | |
| -0.1826 | -20.92 | |
| 0.3692 | 1.47 | |
| 0.0206 | 2.08 | |
| 0.9696 | 61.07 | 
Estimation Period:
Jan 4, 1999 to Oct 24, 2025
Jan 4, 1999 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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