European Equity Fund Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.30% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0624 | 17.84 | |
| 0.8468 | 169.01 | |
| 0.0866 | 18.14 | |
| 0.0040 | 9.18 | |
| 0.0138 | 7.80 | |
| 0.9843 | 492.64 |
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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