Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.17%
decreased by 0.22%
1 Week
12.35%
decreased by 0.04%
1 Month
13.00%
increased by 0.61%
Analysis last updated: Wednesday, June 10, 2026 at 06:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4641 | 6.13 | |
| 0.0830 | 36.63 | |
| 0.9899 | 584.73 | |
| 6.9493 | 7.58 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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