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

V-Lab

|

V-Lab

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

Volatility Prediction for Thursday, October 5th, 2023:14.69% (-0.72%)

Analysis last updated: Wednesday, October 4, 2023 at 05:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8530	193.39
$γ$	0.1605	33.58
$λ_{1}$	0.0085	2.37
$λ_{2}$	0.0266	2.23
$λ_{3}$	0.9680	66.24

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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