V-Lab: Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis

V-Lab

Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:15.40% (-0.64%)

Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0035	1.14
$β$	0.8195	265.88
$γ$	0.2013	48.51
$λ_{1}$	0.0576	1.52
$λ_{2}$	0.2827	1.46
$λ_{3}$	0.6709	2.96

Estimation Period:
Feb 29, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Deutsche Borse AG DAX Mid-Cap Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T