Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
21.78%
decreased by 1.08%
1 Week
21.60%
decreased by 1.26%
1 Month
20.97%
decreased by 1.89%
Analysis last updated: Monday, March 30, 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 | |
|---|---|---|
| 0.0303 | 12.11 | |
| 0.0112 | 3.19 | |
| 0.8903 | 404.85 | |
| 0.1477 | 18.68 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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