Dow Jones Euro Stoxx Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.60% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 12.95 | |
| 0.0983 | 37.47 | |
| 0.8807 | 350.18 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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