Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.76%
increased by 1.95%
1 Week
18.77%
increased by 1.96%
1 Month
18.81%
increased by 2.00%
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 | |
|---|---|---|
| 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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