V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:25.22% (-1.27%)

Analysis last updated: Wednesday, March 22, 2023, 06:30 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.028211.05
α0.01002.74
β0.8961390.63
γ0.143718.11
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts