V-Lab
Deutsche Borse AG DAX Mid-Cap Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:20.15% (+6.13%)
Analysis last updated: Tuesday, November 12, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 9.48 | |
| 0.1146 | 52.56 | |
| 0.8512 | 347.16 | |
| 0.5339 | 39.87 |
Estimation Period:
Feb 29, 1996 to Nov 8, 2024
Feb 29, 1996 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses