Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.09%
increased by 2.49%
1 Week
15.18%
increased by 2.58%
1 Month
15.52%
increased by 2.92%
Analysis last updated: Friday, June 12, 2026 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4660 | 6.12 | |
| 0.0829 | 36.63 | |
| 0.9900 | 584.74 | |
| 6.9405 | 7.59 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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