Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
16.52%
decreased by 0.76%
1 Week
16.74%
decreased by 0.54%
1 Month
17.37%
increased by 0.09%
Analysis last updated: Thursday, May 14, 2026 at 06:04 PM 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 | |
| 0.8447 | 262.49 | |
| 0.1809 | 34.26 | |
| 0.0055 | 4.47 | |
| 0.0179 | 2.59 | |
| 0.9774 | 119.81 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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