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 Friday, November 22nd, 2024:14.58% (-0.62%)

Analysis last updated: Thursday, November 21, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8531	199.32
$γ$	0.1603	34.37
$λ_{1}$	0.0076	2.42
$λ_{2}$	0.0268	2.33
$λ_{3}$	0.9683	69.72

Estimation Period:
Jan 1, 1990 to Nov 15, 2024

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