EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:80.63% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1853 | 38.56 | |
| 0.7275 | 67.13 | |
| -0.1853 | -21.34 | |
| 0.3824 | 1.48 | |
| 0.0211 | 2.07 | |
| 0.9688 | 59.35 |
Estimation Period:
Jan 4, 1999 to Dec 5, 2025
Jan 4, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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