Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
14.09%
decreased by 0.46%
1 Week
14.50%
decreased by 0.05%
1 Month
15.55%
increased by 1.00%
Analysis last updated: Thursday, June 25, 2026 at 06:17 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 | |
| 0.8455 | 266.73 | |
| 0.1806 | 34.56 | |
| 0.0053 | 4.63 | |
| 0.0173 | 2.66 | |
| 0.9781 | 127.49 |
Estimation Period:
Jan 1, 1990 to Jun 19, 2026
Jan 1, 1990 to Jun 19, 2026
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