Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:11.35% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.87 | |
| 0.0111 | 3.12 | |
| 0.8915 | 407.08 | |
| 0.1465 | 18.60 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
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