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 Tuesday, August 16th, 2022:15.16% (-0.33%)

Analysis last updated: Monday, August 15, 2022, 05:32 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8576	209.18
$γ$	0.1599	32.94
$λ_{1}$	0.0083	2.47
$λ_{2}$	0.0248	2.28
$λ_{3}$	0.9700	72.79

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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Asy. Power MEM
GAS-GARCH Student T

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