V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:29.37% (-1.55%)
Analysis last updated: Thursday, April 24, 2025 at 06:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.028811.75
α0.01052.94
β0.8943401.76
γ0.144418.64
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts