V-Lab
Deutsche Borse AG DAX Mid-Cap Index APARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:14.50% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 36.83 | |
| 0.1110 | 50.25 | |
| 0.8783 | 400.48 | |
| 0.5711 | 33.79 | |
| 1.0638 | 37.06 |
Estimation Period:
Feb 29, 1996 to Sep 12, 2025
Feb 29, 1996 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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