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 Friday, July 18th, 2025:16.20% (-0.75%)

Analysis last updated: Thursday, July 17, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0034	1.12
$β$	0.8195	266.06
$γ$	0.2013	48.54
$λ_{1}$	0.0583	1.48
$λ_{2}$	0.2858	1.42
$λ_{3}$	0.6672	2.84

Estimation Period:
Feb 29, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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