V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:70.22% (-1.27%)
Analysis last updated: Wednesday, May 8, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1510 | 36.14 | |
| 0.8036 | 102.28 | |
| -0.1510 | -19.78 | |
| 0.0856 | 1.50 | |
| 0.0087 | 3.01 | |
| 0.9890 | 242.28 |
Estimation Period:
Jan 4, 1999 to May 3, 2024
Jan 4, 1999 to May 3, 2024
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