V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:12.87% (-0.40%)

Analysis last updated: Tuesday, December 3, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.027811.59
α0.01002.81
β0.8969404.17
γ0.141018.55
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts