V-Lab
Deutsche Boerse AG German Stock Index DAX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 17th, 2024:14.16% (-0.42%)
Analysis last updated: Monday, September 16, 2024 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1099 | 4.09 | |
| 0.0861 | 10.70 | |
| 0.8972 | 101.99 | |
| 0.0004 | 0.34 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Jan 1, 1990 to Sep 13, 2024
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