V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:27.06% (-1.20%)
Analysis last updated: Tuesday, April 29, 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
ω0.034914.58
α0.01435.42
β0.9042452.55
γ0.120922.70
Estimation Period:
Jan 1, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts