V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:15.06% (-0.85%)
Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC
Date Range:

from

to

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graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.037227.48
α0.036612.65
β0.8534357.51
γ0.165024.17
Estimation Period:
Feb 29, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts