V-Lab: EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:114.29% (-10.67%)

Analysis last updated: Thursday, November 20, 2025 at 05:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1840	38.21
$β$	0.7288	67.19
$γ$	-0.1840	-21.06
$λ_{1}$	0.3808	1.47
$λ_{2}$	0.0210	2.06
$λ_{3}$	0.9689	59.26

Estimation Period:
Jan 4, 1999 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other EURO STOXX 50 Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T