V-Lab: Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis

V-Lab

Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:25.35% (+0.09%)

Analysis last updated: Thursday, June 30, 2022, 05:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0094	-2.30
$α$	0.0768	28.65
$β$	0.8969	371.55
$γ$	0.8693	19.40

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

Other Deutsche Boerse AG German Stock Index DAX Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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