V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:13.55% (-0.70%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 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
ω0.035926.73
α0.032211.89
β0.8585370.70
γ0.162924.86
Estimation Period:
Feb 29, 1996 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts