V-Lab
Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.41% (+0.45%)
Analysis last updated: Friday, June 2, 2023 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0569 | 5.42 | |
| 0.0881 | 10.53 | |
| 0.8942 | 96.25 | |
| 0.0002 | 0.51 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
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