V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:35.80% (-2.26%)
Analysis last updated: Tuesday, April 15, 2025 at 06:13 PM UTC
Date Range:

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8739293.35
γ0.162841.49
λ10.00948.26
λ20.02374.65
λ30.9682160.01
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts