V-Lab
V-Lab
Dow Jones Euro Stoxx Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:8.83% (+0.10%)

Analysis last updated: Monday, December 4, 2023 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AMEM
paramt-stat
ω0.031924.34
α0.078118.81
β0.8046275.93
γ0.183527.10
Estimation Period:
Feb 25, 1998 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts