V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:15.29% (+0.15%)
Analysis last updated: Wednesday, July 30, 2025 at 06:02 PM UTC
Date Range:

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to

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graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.037127.47
α0.036412.64
β0.8536358.21
γ0.164824.21
Estimation Period:
Feb 29, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts