Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.33% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8445 | 264.97 | |
| 0.1803 | 33.89 | |
| 0.0051 | 4.66 | |
| 0.0175 | 2.66 | |
| 0.9780 | 126.84 |
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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