Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:13.54% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8456 | 267.43 | |
| 0.1795 | 33.76 | |
| 0.0051 | 4.70 | |
| 0.0173 | 2.67 | |
| 0.9783 | 128.89 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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