V-Lab
Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:9.20% (+0.07%)
Analysis last updated: Monday, December 4, 2023 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0088 | -2.27 | |
| 0.0762 | 29.73 | |
| 0.8969 | 385.08 | |
| 0.8673 | 20.32 |
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Jan 1, 1990 to Dec 1, 2023
News Impact Curve
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