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, December 7th, 2021:20.91% (-0.69%)

Analysis last updated: Monday, December 6, 2021, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0133	4.54
$α$	0.1179	18.48
$β$	0.9783	747.36
$γ$	-0.0884	-27.01

Estimation Period:
Jan 1, 1990 to Dec 3, 2021

News Impact Curve

Volatility Forecasts

Other Deutsche Boerse AG German Stock Index DAX Analyses
GARCH
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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