V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:16.12% (+0.05%)
Analysis last updated: Tuesday, July 1, 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 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