Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.12% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.94 | |
| 0.0110 | 3.12 | |
| 0.8912 | 407.89 | |
| 0.1470 | 18.67 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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