V-Lab
V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:16.82% (-0.94%)
Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse AG DAX Mid-Cap Index S0GARCH
paramt-stat
ω0.78408.62
α0.132212.50
β0.846779.97
γ1-0.0007-3.49
Estimation Period:
Feb 29, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts