EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:79.49% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1856 | 38.68 | |
| 0.7276 | 67.31 | |
| -0.1856 | -21.43 | |
| 0.3835 | 1.48 | |
| 0.0211 | 2.07 | |
| 0.9688 | 59.33 |
Estimation Period:
Jan 4, 1999 to Dec 19, 2025
Jan 4, 1999 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices