V-Lab
V-Lab
Dow Jones Euro Stoxx Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:24.99% (-1.37%)

Analysis last updated: Wednesday, March 22, 2023, 06:30 PM UTC

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graph of Dow Jones Euro Stoxx Index MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8763283.51
γ0.160540.77
λ10.00888.63
λ20.02324.69
λ30.9694168.26
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts