V-Lab
Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:14.29% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.63 | |
| 0.1281 | 16.06 | |
| 0.9754 | 1,003.49 | |
| -0.1016 | -33.39 |
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Jan 1, 1990 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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