V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:14.04% (-0.41%)
Analysis last updated: Thursday, August 21, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Boerse AG German Stock Index DAX GJR-GARCH
paramt-stat
ω0.036414.47
α0.01485.65
β0.9011457.64
γ0.124022.78
Estimation Period:
Jan 1, 1990 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts