V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.57% (-0.43%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8767294.10
γ0.158741.12
λ10.00888.43
λ20.02294.66
λ30.9694167.25
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts