Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:10.23% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -2.14 | |
| 0.0875 | 27.70 | |
| 0.8816 | 322.69 | |
| 0.7226 | 22.52 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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