V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:13.29% (-0.44%)
Analysis last updated: Friday, July 4, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH
paramt-stat
ω0.037227.48
α0.036612.64
β0.8532356.83
γ0.165124.17
Estimation Period:
Feb 29, 1996 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts