Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.49% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 11.99 | |
| 0.0110 | 3.13 | |
| 0.8914 | 408.14 | |
| 0.1465 | 18.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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