V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:12.32% (-0.13%)
Analysis last updated: Tuesday, July 15, 2025 at 06:13 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8457267.97
γ0.179833.77
λ10.00514.73
λ20.01712.68
λ30.9785130.85
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts