V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:15.21% (+0.03%)
Analysis last updated: Friday, November 22, 2024 at 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0940 | 5.66 | |
| 0.0862 | 10.65 | |
| 0.8968 | 101.18 | |
| 0.0003 | 0.76 |
Estimation Period:
Jan 1, 1990 to Nov 22, 2024
Jan 1, 1990 to Nov 22, 2024
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