EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:87.75% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1858 | 38.71 | |
| 0.7273 | 67.26 | |
| -0.1858 | -21.45 | |
| 0.3858 | 1.48 | |
| 0.0211 | 2.07 | |
| 0.9686 | 58.95 |
Estimation Period:
Jan 4, 1999 to Jan 16, 2026
Jan 4, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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