V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.64% (-0.74%)

Analysis last updated: Friday, June 2, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AGARCH
paramt-stat
ω-0.0049-2.21
α0.086026.27
β0.8850312.28
γ0.721421.39
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts