EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
107.21%
increased by 6.13%
1 Week
47.79%
decreased by 53.29%
1 Month
22.98%
decreased by 78.10%
Analysis last updated: Friday, March 27, 2026 at 05:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatility| 1/1/1970 |
Current Vol
107.2%
At -5% Shock
101.9%
At +5% Shock
107.6%
Asymmetry
0.0x
Volatility Forecast
How volatility evolves over time| 1/1/1970 |
1-Year Forecast
6.3%
Long-run Vol
105.6%
Persistence
0.818
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1888 | 39.64 | |
| 0.7240 | 67.40 | |
| -0.1888 | -22.09 | |
| 0.5130 | 1.55 | |
| 0.0261 | 2.04 | |
| 0.9605 | 46.46 |
Estimation Period:
Jan 4, 1999 to Mar 20, 2026
Jan 4, 1999 to Mar 20, 2026
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