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

V-Lab

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

Volatility Prediction for Tuesday, December 7th, 2021:22.36% (-0.04%)

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
$ω$	1.1166	4.32
$α$	0.0838	10.66
$β$	0.9012	103.76
$γ_{1}$	0.0010	0.70

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
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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