V-Lab
Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:17.70% (+0.25%)
Analysis last updated: Wednesday, May 15, 2024 at 06:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7066 | 6.69 | |
| 0.1047 | 11.84 | |
| 0.8816 | 99.39 | |
| 0.0040 | 3.19 |
Estimation Period:
Jan 2, 1998 to May 10, 2024
Jan 2, 1998 to May 10, 2024
News Impact Curve
Volatility Forecasts
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