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

V-Lab

Deutsche Boerse AG German Stock Index DAX APARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:16.82% (-0.70%)

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
$ω$	0.0312	33.52
$α$	0.0649	14.10
$β$	0.9226	284.05
$γ$	0.7630	12.90
$δ$	1.1779	38.52

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
AGARCH
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.