EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.59% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8462 | 242.76 | |
| 0.1786 | 36.56 | |
| 0.0062 | 5.42 | |
| 0.0219 | 3.23 | |
| 0.9736 | 125.58 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices