Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.73%
increased by 0.19%
1 Week
12.08%
increased by 0.54%
1 Month
13.20%
increased by 1.66%
Analysis last updated: Friday, June 12, 2026 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 12.25 | |
| 0.0107 | 3.15 | |
| 0.8909 | 408.31 | |
| 0.1480 | 19.35 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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