V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:13.48% (-0.47%)
Analysis last updated: Friday, June 27, 2025 at 06:02 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8690287.76
γ0.167042.54
λ10.00978.03
λ20.02524.71
λ30.9664151.61
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts