Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:9.82% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 264.50 | |
| 0.1805 | 33.85 | |
| 0.0051 | 4.66 | |
| 0.0175 | 2.66 | |
| 0.9780 | 126.36 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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