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

V-Lab

Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:17.27% (-0.66%)

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
$ω$	0.0135	4.14
$α$	0.1138	15.50
$β$	0.9784	673.82
$γ$	-0.0890	-26.58

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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

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