Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.96%
decreased by 0.82%
1 Week
18.96%
decreased by 0.82%
1 Month
18.99%
decreased by 0.79%
Analysis last updated: Saturday, May 16, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4763 | 6.10 | |
| 0.0829 | 36.79 | |
| 0.9901 | 589.69 | |
| 6.9521 | 7.61 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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