Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:10.85% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.87 | |
| 0.0111 | 3.12 | |
| 0.8915 | 407.08 | |
| 0.1465 | 18.60 | 
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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