Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.90% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 12.00 | |
| 0.0111 | 3.14 | |
| 0.8913 | 408.12 | |
| 0.1465 | 18.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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