V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:12.43% (-0.31%)
Analysis last updated: Thursday, November 30, 2023 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0648 | 5.49 | |
| 0.0869 | 10.51 | |
| 0.8956 | 98.08 | |
| 0.0002 | 0.58 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG German Stock Index DAX Analyses