V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.73% (-0.12%)
Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 14.38 | |
| 0.0123 | 4.72 | |
| 0.9081 | 454.51 | |
| 0.1183 | 23.00 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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