V-Lab
Deutsche Borse AG DAX Mid-Cap Index Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, September 7th, 2026
1 Day
14.07%
1 Week
13.95%
1 Month
13.62%
Analysis last updated: Friday, September 4, 2026 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 13, 1996 to Sep 4, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 60% more than equivalent positive returns. The volatility power δ = 1.33 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0462 | 7.01*** |
| αARCH | 0.2087 | 15.30*** |
| βGARCH | 0.7652 | 54.05*** |
| γleverage | 0.1742 | 6.19*** |
| δpower | 1.3294 | 5.75*** |
0.940
Persistence11d
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0462 | 7.01*** |
α ARCH Response to squared shocks | 0.2087 | 15.30*** |
β GARCH Volatility persistence | 0.7652 | 54.05*** |
γ leverage Additional response to negative shocks | 0.1742 | 6.19*** |
δ power Transformation power | 1.3294 | 5.75*** |
Persistence:
0.940
Half-life:
11 days
Other Deutsche Borse AG DAX Mid-Cap Index Analyses
Other Asy. Power MEM Analyses on Equity Indices