V-Lab
V-Lab
Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:12.25% (-0.31%)
Analysis last updated: Monday, August 11, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index GJR-GARCH
paramt-stat
ω0.030011.85
α0.01113.13
β0.8910405.72
γ0.147518.59
Estimation Period:
Jan 1, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts