Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:10.96% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8461 | 268.45 | |
| 0.1789 | 33.67 | |
| 0.0051 | 4.72 | |
| 0.0172 | 2.68 | |
| 0.9784 | 129.84 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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