V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:19.63% (+5.60%)

Analysis last updated: Tuesday, November 12, 2024 at 07:11 PM UTC

Date Range:

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graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.036026.68
α0.032611.95
β0.8576368.54
γ0.164424.89
Estimation Period:
Feb 29, 1996 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts