V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:12.47% (-0.38%)

Analysis last updated: Saturday, October 23, 2021, 04:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00040.10
β0.8831287.45
γ0.151738.76
λ10.00798.75
λ20.02044.46
λ30.9726181.75
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts