EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
94.42%
decreased by 4.47%
1 Week
96.07%
decreased by 2.82%
1 Month
96.84%
decreased by 2.05%
Analysis last updated: Friday, June 12, 2026 at 04:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1904 | 39.57 | |
| 0.7208 | 67.60 | |
| -0.1904 | -22.37 | |
| 0.3981 | 1.48 | |
| 0.0213 | 2.07 | |
| 0.9683 | 58.22 |
Estimation Period:
Jan 4, 1999 to Jun 5, 2026
Jan 4, 1999 to Jun 5, 2026
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