Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.61% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 4.58 | |
| 0.1280 | 16.07 | |
| 0.9755 | 1,007.73 | |
| -0.1013 | -33.38 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
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