Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:11.97% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -2.13 | |
| 0.0871 | 27.59 | |
| 0.8821 | 322.64 | |
| 0.7241 | 22.46 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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