Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.06%
decreased by 0.55%
1 Week
15.48%
decreased by 0.13%
1 Month
16.55%
increased by 0.94%
Analysis last updated: Thursday, May 21, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8449 | 263.28 | |
| 0.1807 | 34.28 | |
| 0.0055 | 4.49 | |
| 0.0179 | 2.60 | |
| 0.9775 | 120.47 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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