V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:176.67% (+100.97%)
Analysis last updated: Friday, December 20, 2024 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1630 | 37.79 | |
| 0.7868 | 96.97 | |
| -0.1630 | -21.39 | |
| 0.1054 | 1.53 | |
| 0.0096 | 2.96 | |
| 0.9876 | 208.97 |
Estimation Period:
Jan 4, 1999 to Dec 13, 2024
Jan 4, 1999 to Dec 13, 2024
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