V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:13.91% (+1.12%)
Analysis last updated: Friday, July 11, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.037127.50
α0.036512.67
β0.8535358.03
γ0.164724.16
Estimation Period:
Feb 29, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts