Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:9.89% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 11.85 | |
| 0.0114 | 3.21 | |
| 0.8909 | 407.19 | |
| 0.1469 | 18.56 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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