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V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:15.18% (-0.87%)
Analysis last updated: Tuesday, October 28, 2025 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.037227.56
α0.035612.39
β0.8549359.94
γ0.163124.16
Estimation Period:
Feb 29, 1996 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts