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

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V-Lab

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

Volatility Prediction for Thursday, March 23rd, 2023:24.13% (-1.36%)

Analysis last updated: Wednesday, March 22, 2023, 06:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8573	207.03
$γ$	0.1592	33.04
$λ_{1}$	0.0083	2.46
$λ_{2}$	0.0250	2.28
$λ_{3}$	0.9699	72.51

Estimation Period:
Jan 1, 1990 to Mar 17, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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