V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.40% (+0.49%)

Analysis last updated: Thursday, April 25, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse AG DAX Mid-Cap Index APMEM
paramt-stat
ω0.045827.49
α0.209458.70
β0.7649208.60
γ0.180224.28
δ1.341122.74
Estimation Period:
May 13, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts