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 Thursday, July 31st, 2025:16.17% (+0.10%)

Analysis last updated: Wednesday, July 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	1.13
$β$	0.8197	266.83
$γ$	0.2011	48.53
$λ_{1}$	0.0587	1.47
$λ_{2}$	0.2850	1.41
$λ_{3}$	0.6673	2.83

Estimation Period:
Feb 29, 1996 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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