V-Lab
V-Lab
Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 18th, 2024:13.18% (-0.44%)

Analysis last updated: Tuesday, September 17, 2024 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Boerse AG German Stock Index DAX MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8528198.24
γ0.160534.35
λ10.00762.40
λ20.02692.32
λ30.968269.36
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts