Dow Jones Euro Stoxx Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:13.72% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 12.90 | |
| 0.0985 | 37.43 | |
| 0.8806 | 349.45 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices