V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:12.21% (+1.20%)
Analysis last updated: Thursday, July 31, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.030011.85
α0.01113.13
β0.8909405.68
γ0.147618.59
Estimation Period:
Jan 1, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts