V-Lab: EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis

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EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:84.26% (+2.33%)

Analysis last updated: Thursday, October 30, 2025 at 05:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1826	38.05
$β$	0.7311	67.81
$γ$	-0.1826	-20.92
$λ_{1}$	0.3692	1.47
$λ_{2}$	0.0206	2.08
$λ_{3}$	0.9696	61.07

Estimation Period:
Jan 4, 1999 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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