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 Tuesday, January 18th, 2022:15.19% (-0.53%)

Analysis last updated: Monday, January 17, 2022, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0695	5.29
$α$	0.0861	10.07
$β$	0.8969	95.06
$γ_{1}$	0.0003	0.59

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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

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