V-Lab
Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:14.24% (+0.42%)
Analysis last updated: Friday, April 19, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 4.35 | |
| 0.1144 | 16.22 | |
| 0.9781 | 706.22 | |
| -0.0900 | -28.39 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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