EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:14.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8463 | 243.88 | |
| 0.1790 | 36.67 | |
| 0.0061 | 5.45 | |
| 0.0218 | 3.24 | |
| 0.9737 | 126.57 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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