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 Tuesday, January 18th, 2022:13.50% (-1.48%)

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
$ω$	0.0350	38.24
$α$	0.1638	57.48
$β$	0.8205	277.21
$γ$	0.2798	29.77
$δ$	0.9441	27.47

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. MEM
GAS-GARCH Student T
MF2-GARCH

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