V-Lab
V-Lab
Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.49% (-0.49%)

Analysis last updated: Friday, June 2, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index EGARCH
paramt-stat
ω0.00794.70
α0.126315.51
β0.97621006.41
γ-0.1005-32.42
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts