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, August 16th, 2022:15.51% (-1.11%)

Analysis last updated: Monday, August 15, 2022, 05:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0364	39.35
$α$	0.1672	58.89
$β$	0.8163	275.76
$γ$	0.2797	30.68
$δ$	0.9230	27.40

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. MEM
GAS-GARCH Student T
MF2-GARCH

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