Select Stoxx Eurp Aero & DEF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.71% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0860 | 3.82 | |
| 0.5648 | 30.45 | |
| 0.1889 | 6.87 | |
| 1.5037 | 0.09 | |
| 0.4039 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 22, 2024 to Feb 6, 2026
Oct 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Select Stoxx Eurp Aero & DEF Analyses
Other MF2-GARCH Analyses on ETFs