Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.86% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 264.01 | |
| 0.1799 | 33.79 | |
| 0.0052 | 4.61 | |
| 0.0176 | 2.65 | |
| 0.9779 | 125.50 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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