V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 10th, 2025:44.29% (+1.75%)
Analysis last updated: Wednesday, April 9, 2025 at 06:06 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
ω0.034714.59
α0.01435.43
β0.9046452.05
γ0.120422.61
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts