V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:19.73% (-1.31%)
Analysis last updated: Friday, September 22, 2023 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 26.29 | |
| 0.0321 | 11.39 | |
| 0.8563 | 362.85 | |
| 0.1693 | 25.02 |
Estimation Period:
Feb 29, 1996 to Sep 22, 2023
Feb 29, 1996 to Sep 22, 2023
News Impact Curve
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