V-Lab
Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:11.67% (-0.18%)
Analysis last updated: Tuesday, January 21, 2025 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 14.39 | |
| 0.0123 | 4.71 | |
| 0.9082 | 454.32 | |
| 0.1182 | 22.99 |
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Jan 1, 1990 to Jan 17, 2025
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