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V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:15.25% (-0.87%)
Analysis last updated: Friday, December 5, 2025 at 07:16 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
ω0.037127.57
α0.035512.38
β0.8552360.68
γ0.162424.12
Estimation Period:
Feb 29, 1996 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts