V-Lab
Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.86% (-0.40%)
Analysis last updated: Friday, June 2, 2023 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 4.20 | |
| 0.1150 | 16.03 | |
| 0.9773 | 664.83 | |
| -0.0915 | -27.52 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG German Stock Index DAX Analyses