V-Lab
V-Lab
Dow Jones Euro Stoxx Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:11.26% (-0.20%)

Analysis last updated: Friday, February 3, 2023, 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AMEM
paramt-stat
ω0.030823.46
α0.077618.43
β0.8078272.83
γ0.180426.47
Estimation Period:
Feb 25, 1998 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts