V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.65% (-0.62%)

Analysis last updated: Thursday, November 21, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.027911.58
α0.00992.80
β0.8968404.14
γ0.141418.59
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts