V-Lab: Dow Jones Euro Stoxx Index AGARCH Volatility Analysis

V-Lab

Dow Jones Euro Stoxx Index AGARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:23.32% (+0.31%)

Analysis last updated: Thursday, June 30, 2022, 05:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0046	-2.10
$α$	0.0851	25.33
$β$	0.8869	306.57
$γ$	0.7115	20.56

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

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

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