V-Lab
Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:10.42% (-0.31%)
Analysis last updated: Monday, December 4, 2023 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 4.21 | |
| 0.1147 | 16.23 | |
| 0.9778 | 688.62 | |
| -0.0898 | -27.18 |
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Jan 1, 1990 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG German Stock Index DAX Analyses