V-Lab
Deutsche Boerse AG German Stock Index DAX Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:14.21% (+0.01%)
Analysis last updated: Friday, December 9, 2022, 06:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1723 | 4.02 | |
| 0.0878 | 10.57 | |
| 0.8962 | 97.11 | |
| 0.0013 | 0.88 |
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Jan 1, 1990 to Dec 9, 2022
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