Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.46% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8421 | 258.30 | |
| 0.1821 | 33.70 | |
| 0.0054 | 4.48 | |
| 0.0180 | 2.59 | |
| 0.9774 | 119.69 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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