V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:25.24% (-1.29%)
Analysis last updated: Tuesday, April 29, 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
ω0.028811.79
α0.01052.94
β0.8943401.58
γ0.144218.65
Estimation Period:
Jan 1, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts