V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:17.25% (-1.14%)

Analysis last updated: Monday, December 23, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.8246268.00
γ0.198849.89
λ10.05241.72
λ20.26721.67
λ30.68893.67
Estimation Period:
Feb 29, 1996 to Dec 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts