V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:10.16% (-0.17%)
Analysis last updated: Friday, August 22, 2025 at 06:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.029911.82
α0.01113.13
β0.8909405.70
γ0.147518.58
Estimation Period:
Jan 1, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts