V-Lab
Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.26% (-0.95%)
Analysis last updated: Friday, June 2, 2023 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0097 | -2.36 | |
| 0.0764 | 29.43 | |
| 0.8965 | 380.99 | |
| 0.8805 | 19.93 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
News Impact Curve
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