Vienna Stock Exchange Austrian Traded Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.71% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 22.68 | |
| 0.1123 | 40.99 | |
| 0.8632 | 313.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices