V-Lab
V-Lab
Dow Jones Euro Stoxx Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.31% (-0.43%)

Analysis last updated: Friday, June 2, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AMEM
paramt-stat
ω0.032024.20
α0.079718.89
β0.8034272.33
γ0.183526.65
Estimation Period:
Feb 25, 1998 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts