V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:11.91% (-0.37%)
Analysis last updated: Friday, September 12, 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
ω0.029811.83
α0.01123.14
β0.8912406.38
γ0.147018.56
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts