V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.85% (-0.20%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

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to

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1Y ·

2Y ·

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graph of Deutsche Boerse AG German Stock Index DAX MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8531200.36
γ0.160434.50
λ10.00742.43
λ20.02662.36
λ30.968671.02
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts