Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:22.37% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.62 | |
| 0.1288 | 16.21 | |
| 0.9751 | 999.05 | |
| -0.1020 | -33.62 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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