Vienna Stock Exchange Austrian Traded Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0221 | 9.24 | |
| 0.8284 | 199.22 | |
| 0.1577 | 36.39 | |
| 0.0050 | 3.87 | |
| 0.0170 | 5.29 | |
| 0.9794 | 234.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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