EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:139.75% (-15.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1889 | 39.70 | |
| 0.7252 | 68.04 | |
| -0.1889 | -22.15 | |
| 0.5088 | 1.56 | |
| 0.0260 | 2.05 | |
| 0.9607 | 47.07 |
Estimation Period:
Jan 4, 1999 to Mar 6, 2026
Jan 4, 1999 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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