Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.44% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 264.51 | |
| 0.1804 | 33.85 | |
| 0.0051 | 4.65 | |
| 0.0175 | 2.66 | |
| 0.9780 | 126.45 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices