V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:15.03% (+1.01%)

Analysis last updated: Thursday, July 25, 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
β0.8762288.50
γ0.159341.10
λ10.00908.49
λ20.02404.70
λ30.9680161.28
Estimation Period:
Jan 1, 1990 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts