Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.41% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 264.18 | |
| 0.1800 | 33.83 | |
| 0.0051 | 4.63 | |
| 0.0175 | 2.65 | |
| 0.9780 | 126.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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