V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 7th, 2025:18.38% (-0.82%)
Analysis last updated: Tuesday, May 6, 2025 at 06:12 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8730291.10
γ0.163241.63
λ10.00948.17
λ20.02414.66
λ30.9677157.61
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts