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V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:16.12% (-0.93%)
Analysis last updated: Tuesday, November 25, 2025 at 07:11 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 MF2-GARCH
paramt-stat
m76
α0.00300.98
β0.8199265.52
γ0.199648.27
λ10.05681.55
λ20.27591.49
λ30.67733.11
Estimation Period:
Feb 29, 1996 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts