V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:15.04% (-0.13%)
Analysis last updated: Wednesday, June 18, 2025 at 06:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AGARCH
paramt-stat
ω-0.0046-2.12
α0.087527.65
β0.8816321.99
γ0.725222.46
Estimation Period:
Jan 1, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts