Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:17.03% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.86 | |
| 0.0111 | 3.14 | |
| 0.8913 | 406.79 | |
| 0.1468 | 18.60 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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