Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.00% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 4.51 | |
| 0.1275 | 16.15 | |
| 0.9756 | 1,010.95 | |
| -0.1010 | -33.47 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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