V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:11.10% (-0.14%)
Analysis last updated: Wednesday, May 15, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 26.35 | |
| 0.0318 | 11.63 | |
| 0.8579 | 367.55 | |
| 0.1666 | 25.11 |
Estimation Period:
Feb 29, 1996 to May 10, 2024
Feb 29, 1996 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses