V-Lab
V-Lab
Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:10.18% (-0.14%)

Analysis last updated: Monday, December 4, 2023 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index EGARCH
paramt-stat
ω0.00754.57
α0.125215.59
β0.97651020.39
γ-0.0992-32.38
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts