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, January 18th, 2022:15.83% (-0.52%)

Analysis last updated: Monday, January 17, 2022, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8609	210.70
$γ$	0.1553	31.40
$λ_{1}$	0.0079	2.47
$λ_{2}$	0.0244	2.29
$λ_{3}$	0.9706	74.55

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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Asy. Power MEM
GAS-GARCH Student T

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