Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.95% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 4.52 | |
| 0.1281 | 16.09 | |
| 0.9756 | 1,010.94 | |
| -0.1013 | -33.45 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
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