V-Lab
V-Lab
Dow Jones Euro Stoxx Index APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.00% (-0.40%)

Analysis last updated: Friday, April 26, 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
ω0.026831.42
α0.069612.96
β0.9179285.95
γ0.805312.15
δ1.174137.56
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts