V-Lab: Dow Jones Euro Stoxx Index EGARCH Volatility Analysis

V-Lab

Dow Jones Euro Stoxx Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:16.46% (-0.67%)

Analysis last updated: Monday, January 17, 2022, 06:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0076	4.67
$α$	0.1246	15.01
$β$	0.9773	1036.39
$γ$	-0.0973	-31.10

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Dow Jones Euro Stoxx Index Analyses
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GJR-GARCH
APARCH
AGARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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