V-Lab: Dow Jones Euro Stoxx Index Asy. MEM Volatility Analysis

V-Lab

Dow Jones Euro Stoxx Index Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:14.56% (-1.07%)

Analysis last updated: Monday, January 17, 2022, 06:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0298	22.49
$α$	0.0773	17.78
$β$	0.8093	265.16
$γ$	0.1788	26.02

Estimation Period:
Feb 25, 1998 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Dow Jones Euro Stoxx Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
GAS-GARCH Student T
MF2-GARCH

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