V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 18th, 2024:12.96% (-0.47%)

Analysis last updated: Tuesday, September 17, 2024 at 06:01 PM UTC

Date Range:

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8761291.65
γ0.159741.13
λ10.00898.39
λ20.02324.66
λ30.9689164.93
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts