V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.81% (-0.44%)
Analysis last updated: Thursday, November 21, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 14.38 | |
| 0.0124 | 4.77 | |
| 0.9080 | 454.67 | |
| 0.1183 | 22.95 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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