V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:12.77% (-0.83%)

Analysis last updated: Monday, April 22, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AGARCH
paramt-stat
ω-0.0056-2.57
α0.084125.99
β0.8873315.55
γ0.724621.28
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts