V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:11.21% (-0.63%)

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 AGARCH
paramt-stat
ω-0.0051-2.28
α0.084225.65
β0.8877311.80
γ0.719520.91
Estimation Period:
Jan 1, 1990 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts