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, January 18th, 2022:14.05% (-1.01%)

Analysis last updated: Monday, January 17, 2022, 06:30 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0312	28.69
$α$	0.0896	22.92
$β$	0.8220	303.11
$γ$	0.1352	22.11

Estimation Period:
Dec 13, 1993 to Jan 14, 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

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.