V-Lab: Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis

V-Lab

Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:11.83% (-0.18%)

Analysis last updated: Tuesday, October 7, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8474	194.76
$γ$	0.1661	35.34
$λ_{1}$	0.0081	2.45
$λ_{2}$	0.0277	2.32
$λ_{3}$	0.9671	66.96

Estimation Period:
Jan 1, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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