V-Lab
V-Lab
Dow Jones Euro Stoxx Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:15.72% (+5.11%)
Analysis last updated: Tuesday, September 16, 2025 at 06:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index AGARCH
paramt-stat
ω-0.0046-2.13
α0.087327.59
β0.8819322.21
γ0.723522.44
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts