Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
16.48%
increased by 0.11%
1 Week
16.54%
increased by 0.17%
1 Month
16.74%
increased by 0.37%
Analysis last updated: Saturday, May 9, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 12.20 | |
| 0.0109 | 3.19 | |
| 0.8908 | 407.89 | |
| 0.1479 | 19.20 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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