V-Lab
V-Lab
Dow Jones Euro Stoxx Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:14.64% (-0.12%)
Analysis last updated: Monday, June 30, 2025 at 06:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index EGARCH
paramt-stat
ω0.00754.65
α0.128116.06
β0.97541,003.49
γ-0.1016-33.40
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts