V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:17.97% (-0.70%)
Analysis last updated: Thursday, May 8, 2025 at 06:11 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
ω0.036727.25
α0.037012.80
β0.8544356.76
γ0.162923.90
Estimation Period:
Feb 29, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts