V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:10.75% (-0.20%)

Analysis last updated: Tuesday, January 21, 2025 at 07:08 PM UTC

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8767294.29
γ0.158741.13
λ10.00888.41
λ20.02304.65
λ30.9693166.42
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts