V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:19.31% (-0.58%)

Analysis last updated: Wednesday, March 5, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.027911.69
α0.00982.79
β0.8968405.25
γ0.141118.63
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts