V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.25% (-0.50%)
Analysis last updated: Friday, May 30, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8455266.73
γ0.179733.52
λ10.00524.66
λ20.01732.65
λ30.9782127.70
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts