V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 10th, 2025:45.80% (+1.95%)
Analysis last updated: Wednesday, April 9, 2025 at 06:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.028611.74
α0.01042.93
β0.8947401.95
γ0.143718.59
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts