V-Lab: Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:23.19% (+0.36%)

Analysis last updated: Thursday, June 30, 2022, 05:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0699	5.29
$α$	0.0883	10.37
$β$	0.8947	95.31
$γ_{1}$	0.0002	0.53

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

Other Deutsche Boerse AG German Stock Index DAX Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.