Dow Jones Euro Stoxx Index GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.22%
increased by 1.74%
1 Week
18.23%
increased by 1.75%
1 Month
18.26%
increased by 1.78%
Analysis last updated: Thursday, May 21, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 13.04 | |
| 0.0988 | 37.75 | |
| 0.8803 | 350.29 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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