V-Lab
EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:89.00% (-2.92%)
Analysis last updated: Wednesday, January 22, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1701 | 36.11 | |
| 0.7573 | 74.12 | |
| -0.1701 | -19.79 | |
| 0.4043 | 1.59 | |
| 0.0222 | 2.18 | |
| 0.9670 | 59.40 |
Estimation Period:
Jan 4, 1999 to Jan 17, 2025
Jan 4, 1999 to Jan 17, 2025
News Impact Curve
Volatility Forecasts
Other EURO STOXX 50 Volatility Index Analyses