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 Wednesday, September 3rd, 2025:19.85% (+6.63%)

Analysis last updated: Tuesday, September 2, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8470	195.62
$γ$	0.1671	35.52
$λ_{1}$	0.0081	2.46
$λ_{2}$	0.0276	2.33
$λ_{3}$	0.9672	67.33

Estimation Period:
Jan 1, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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