V-Lab
V-Lab
Dow Jones Euro Stoxx Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:12.09% (-0.29%)

Analysis last updated: Tuesday, April 23, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index APARCH
paramt-stat
ω0.026831.36
α0.069512.96
β0.9180286.07
γ0.804912.14
δ1.174337.57
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts