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, December 7th, 2021:22.04% (-0.03%)

Analysis last updated: Monday, December 6, 2021, 06:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0355	5.71
$α$	0.0837	10.50
$β$	0.9004	102.26
$γ_{1}$	0.0002	0.44

Estimation Period:
Jan 1, 1990 to Dec 3, 2021

News Impact Curve

Volatility Forecasts

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

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