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, December 7th, 2021:22.19% (-0.95%)

Analysis last updated: Monday, December 6, 2021, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0369	39.43
$α$	0.1697	57.52
$β$	0.8135	268.22
$γ$	0.2881	31.05
$δ$	0.9039	28.35

Estimation Period:
Dec 13, 1993 to Dec 3, 2021

News Impact Curve

Volatility Forecasts

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.