EURO STOXX 50 Price EUR MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:10.68% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8461 | 243.61 | |
| 0.1794 | 36.65 | |
| 0.0061 | 5.45 | |
| 0.0219 | 3.24 | |
| 0.9736 | 126.07 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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