Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:10.83% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8448 | 265.41 | |
| 0.1800 | 33.80 | |
| 0.0051 | 4.66 | |
| 0.0174 | 2.66 | |
| 0.9781 | 127.31 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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