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

V-Lab

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

Volatility Prediction for Monday, May 19th, 2025:14.68% (-0.89%)

Analysis last updated: Friday, May 16, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0368	41.48
$α$	0.1698	61.55
$β$	0.8132	285.33
$γ$	0.2750	32.25
$δ$	0.9463	27.51

Estimation Period:
Dec 13, 1993 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

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. MEM
GAS-GARCH Student T
MF2-GARCH