V-Lab
V-Lab
Dow Jones Euro Stoxx Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:16.84% (-0.77%)
Analysis last updated: Tuesday, March 18, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index APARCH
paramt-stat
ω0.027331.73
α0.070413.48
β0.9171290.59
γ0.795712.65
δ1.165437.26
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts