V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:10.22% (-0.05%)
Analysis last updated: Tuesday, October 7, 2025 at 06:02 PM UTC
Date Range:

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to

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8460268.49
γ0.179333.73
λ10.00514.72
λ20.01722.68
λ30.9784129.77
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts