V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:16.01% (-0.67%)
Analysis last updated: Wednesday, May 15, 2024 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9508 | 5.46 | |
| 0.1159 | 6.13 | |
| 0.8438 | 38.32 | |
| 0.0313 | 1.85 | |
| -0.0454 | -2.20 |
Estimation Period:
Mar 5, 2013 to May 10, 2024
Mar 5, 2013 to May 10, 2024
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