V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX APARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:17.39% (+0.01%)
Analysis last updated: Wednesday, June 18, 2025 at 06:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Boerse AG German Stock Index DAX APARCH
paramt-stat
ω0.033135.59
α0.069616.09
β0.9173299.38
γ0.743314.79
δ1.166839.92
Estimation Period:
Jan 1, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts