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V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:10.85% (-0.21%)
Analysis last updated: Thursday, October 30, 2025 at 07:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.029711.87
α0.01113.12
β0.8915407.08
γ0.146518.60
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts