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, May 9th, 2025:18.16% (-0.61%)

Analysis last updated: Thursday, May 8, 2025 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0023	0.75
$β$	0.8205	266.65
$γ$	0.2008	48.42
$λ_{1}$	0.0583	1.38
$λ_{2}$	0.2988	1.33
$λ_{3}$	0.6552	2.51

Estimation Period:
Feb 29, 1996 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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