V-Lab
Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:17.72% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 4.64 | |
| 0.1213 | 16.85 | |
| 0.9764 | 700.96 | |
| -0.0919 | -28.61 |
Estimation Period:
Jan 1, 1990 to Jun 13, 2025
Jan 1, 1990 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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