V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:14.46% (-0.45%)

Analysis last updated: Friday, September 22, 2023 at 05:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.028711.20
α0.01072.96
β0.8951396.75
γ0.142617.96
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts