V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.33% (-0.40%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.027911.57
α0.01012.85
β0.8965404.57
γ0.141318.51
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts