V-Lab
Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:12.90% (+0.23%)
Analysis last updated: Friday, February 3, 2023, 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0099 | -2.43 | |
| 0.0753 | 28.75 | |
| 0.8982 | 378.99 | |
| 0.8811 | 19.65 |
Estimation Period:
Jan 1, 1990 to Feb 3, 2023
Jan 1, 1990 to Feb 3, 2023
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