V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.29% (-0.66%)

Analysis last updated: Thursday, November 21, 2024 at 07:11 PM UTC

Date Range:

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8771294.42
γ0.158541.04
λ10.00898.40
λ20.02304.64
λ30.9692165.77
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts