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, August 16th, 2022:11.81% (-0.67%)

Analysis last updated: Monday, August 15, 2022, 05:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0309	23.23
$α$	0.0782	18.04
$β$	0.8058	267.09
$γ$	0.1828	26.70

Estimation Period:
Feb 25, 1998 to Aug 12, 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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