V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:25.75% (-1.38%)

Analysis last updated: Wednesday, March 5, 2025 at 07:11 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Deutsche Boerse AG German Stock Index DAX MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8533199.73
γ0.159734.28
λ10.00772.41
λ20.02692.32
λ30.968169.10
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts