Skip to main content
V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:21.40% (+3.14%)
Analysis last updated: Friday, October 17, 2025 at 08:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH
paramt-stat
m76
α0.00331.08
β0.8200265.70
γ0.199648.27
λ10.05651.57
λ20.27471.51
λ30.67903.18
Estimation Period:
Feb 29, 1996 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts