V-Lab: Deutsche Boerse AG German Stock Index DAX Asy. MEM Volatility Analysis

V-Lab

Deutsche Boerse AG German Stock Index DAX Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, August 16th, 2022:15.49% (-0.91%)

Analysis last updated: Monday, August 15, 2022, 05:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0326	29.68
$α$	0.0915	23.47
$β$	0.8179	303.36
$γ$	0.1385	22.78

Estimation Period:
Dec 13, 1993 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

Other Deutsche Boerse AG German Stock Index DAX Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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