Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
12.36%
decreased by 0.41%
1 Week
12.67%
decreased by 0.10%
1 Month
13.65%
increased by 0.88%
Analysis last updated: Saturday, May 30, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 12.22 | |
| 0.0107 | 3.16 | |
| 0.8908 | 408.08 | |
| 0.1481 | 19.34 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
Other GJR-GARCH Analyses on Equity Indices