V-Lab
V-Lab
Dow Jones Euro Stoxx Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:13.40% (+2.25%)
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 APARCH
paramt-stat
ω0.028332.05
α0.072313.91
β0.9149292.19
γ0.798313.06
δ1.155737.40
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts