Dow Jones Euro Stoxx Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.26% (+1.38%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0282 | 32.16 | |
0.0722 | 13.94 | |
0.9150 | 292.34 | |
0.7990 | 13.07 | |
1.1541 | 37.45 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
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