V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.34% (+1.32%)

Analysis last updated: Tuesday, October 3, 2023 at 05:31 PM UTC

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8751286.55
γ0.160240.88
λ10.00898.41
λ20.02354.68
λ30.9688164.46
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts