Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.68%
decreased by 0.23%
1 Week
12.03%
increased by 0.12%
1 Month
13.16%
increased by 1.25%
Analysis last updated: Tuesday, June 9, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 12.22 | |
| 0.0107 | 3.15 | |
| 0.8908 | 407.87 | |
| 0.1482 | 19.35 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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