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 Monday, July 14th, 2025:15.88% (+0.85%)

Analysis last updated: Friday, July 11, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0331	35.53
$α$	0.0695	16.06
$β$	0.9173	299.96
$γ$	0.7428	14.76
$δ$	1.1709	40.23

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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