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

V-Lab

EURO STOXX 50 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:103.46% (-6.35%)

Analysis last updated: Friday, August 29, 2025 at 04:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1845	38.22
$β$	0.7288	67.31
$γ$	-0.1845	-21.02
$λ_{1}$	0.3748	1.47
$λ_{2}$	0.0210	2.08
$λ_{3}$	0.9691	60.08

Estimation Period:
Jan 4, 1999 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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