V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:12.57% (-0.28%)
Analysis last updated: Tuesday, October 7, 2025 at 06:03 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
ω0.036214.48
α0.01495.73
β0.9014459.19
γ0.123122.70
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts