V-Lab
Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:10.98% (-0.71%)
Analysis last updated: Wednesday, May 15, 2024 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 5.91 | |
| 0.1139 | 28.39 | |
| 0.8401 | 182.74 | |
| 0.5929 | 22.14 |
Estimation Period:
Mar 5, 2013 to May 10, 2024
Mar 5, 2013 to May 10, 2024
News Impact Curve
Volatility Forecasts
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