Vienna Stock Exchange Austrian Traded Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.62% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0222 | 9.28 | |
| 0.8282 | 199.32 | |
| 0.1579 | 36.42 | |
| 0.0050 | 3.87 | |
| 0.0170 | 5.28 | |
| 0.9794 | 233.69 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices