V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:13.19% (-0.94%)
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 Borse AG DAX Mid-Cap Index AMEM
paramt-stat
ω0.035023.08
α0.147130.17
β0.7675268.46
γ0.120215.38
Estimation Period:
May 13, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts