Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.96% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 12.11 | |
| 0.0113 | 3.20 | |
| 0.8901 | 404.59 | |
| 0.1480 | 18.68 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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