V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:118.41% (-3.77%)
Analysis last updated: Tuesday, March 11, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1681 | 35.65 | |
| 0.7581 | 74.42 | |
| -0.1681 | -19.32 | |
| 0.2912 | 1.50 | |
| 0.0177 | 2.23 | |
| 0.9745 | 77.92 |
Estimation Period:
Jan 4, 1999 to Mar 7, 2025
Jan 4, 1999 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses