Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
10.42%
decreased by 0.21%
1 Week
10.87%
increased by 0.24%
1 Month
12.30%
increased by 1.67%
Analysis last updated: Monday, June 22, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 12.23 | |
| 0.0105 | 3.11 | |
| 0.8909 | 408.32 | |
| 0.1483 | 19.42 |
Estimation Period:
Jan 1, 1990 to Jun 19, 2026
Jan 1, 1990 to Jun 19, 2026
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