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 Tuesday, January 18th, 2022:15.94% (-0.75%)

Analysis last updated: Monday, January 17, 2022, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	-0.0090	-2.23
$α$	0.0757	27.97
$β$	0.8985	367.02
$γ$	0.8621	19.11

Estimation Period:
Jan 1, 1990 to Jan 14, 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

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.