V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:91.59% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1801 | 37.63 | |
| 0.7398 | 70.31 | |
| -0.1801 | -20.78 | |
| 0.3428 | 1.50 | |
| 0.0198 | 2.15 | |
| 0.9712 | 66.76 |
Estimation Period:
Jan 4, 1999 to May 16, 2025
Jan 4, 1999 to May 16, 2025
News Impact Curve
Volatility Forecasts
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