V-Lab
Deutsche Borse AG DAX Mid-Cap Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:18.52% (-1.33%)
Analysis last updated: Friday, September 22, 2023 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 36.37 | |
| 0.1087 | 52.06 | |
| 0.8819 | 421.96 | |
| 0.6083 | 35.17 | |
| 1.0170 | 35.32 |
Estimation Period:
Feb 29, 1996 to Sep 22, 2023
Feb 29, 1996 to Sep 22, 2023
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