V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:12.71% (-0.81%)
Analysis last updated: Thursday, July 3, 2025 at 06:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AGARCH
paramt-stat
ω-0.0046-2.13
α0.087427.63
β0.8817322.02
γ0.725222.47
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts