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V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:11.31% (-0.32%)
Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.029711.86
α0.01123.17
β0.8912406.94
γ0.146718.57
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts