V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:15.17% (+1.26%)
Analysis last updated: Thursday, July 17, 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 SGARCH
paramt-stat
ω1.10504.18
α0.089911.17
β0.892499.91
γ10.00030.29
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts