Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:13.18% (-0.46%)
Parameter Estimates
param | t-stat | |
---|---|---|
36 | ||
0.0000 | 0.00 | |
0.8460 | 268.31 | |
0.1792 | 33.72 | |
0.0051 | 4.72 | |
0.0172 | 2.68 | |
0.9784 | 130.07 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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