V-Lab
V-Lab
Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:11.49% (-0.40%)

Analysis last updated: Friday, February 3, 2023, 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index EGARCH
paramt-stat
ω0.00784.63
α0.124715.30
β0.97681019.63
γ-0.0991-31.98
Estimation Period:
Jan 1, 1990 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts