Dow Jones Euro Stoxx Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.73% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 12.95 | |
| 0.0982 | 37.43 | |
| 0.8808 | 350.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices