V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:12.23% (-0.37%)
Analysis last updated: Monday, December 23, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0967 | 5.67 | |
| 0.0862 | 10.66 | |
| 0.8968 | 101.31 | |
| 0.0003 | 0.79 |
Estimation Period:
Jan 1, 1990 to Dec 23, 2024
Jan 1, 1990 to Dec 23, 2024
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