V-Lab
Deutsche Boerse AG German Stock Index DAX Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:24.02% (-1.12%)
Analysis last updated: Wednesday, March 22, 2023, 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1816 | 4.10 | |
| 0.0873 | 10.56 | |
| 0.8966 | 97.93 | |
| 0.0014 | 1.03 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG German Stock Index DAX Analyses