Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.09% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.61 | |
| 0.1287 | 16.23 | |
| 0.9751 | 1,000.11 | |
| -0.1020 | -33.61 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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