V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:16.59% (+1.27%)
Analysis last updated: Friday, June 27, 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 S0GARCH
paramt-stat
ω1.09635.79
α0.090011.11
β0.892199.48
γ10.00020.77
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts